The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523)
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scientific article; zbMATH DE number 5933150
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| English | The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads |
scientific article; zbMATH DE number 5933150 |
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The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (English)
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27 July 2011
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fundamental theorem of asset pricing
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proportional transaction costs
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different borrowing and lending rates
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0.8721312284469604
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0.8595097064971924
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0.8472625613212585
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0.8394002318382263
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0.833559513092041
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