Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (Q6581909)
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scientific article; zbMATH DE number 7890794
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| 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 |
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Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (English)
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1 August 2024
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arbitrage
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transaction costs
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martingale measure
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0.913545548915863
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0.872854471206665
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0.8643979430198669
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