Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (Q6581909)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7890794
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space |
scientific article; zbMATH DE number 7890794 |
Statements
Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (English)
0 references
1 August 2024
0 references
arbitrage
0 references
transaction costs
0 references
martingale measure
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.913545548915863
0 references
0.872854471206665
0 references
0.8643979430198669
0 references
