Asset pricing and hedging in financial markets with fixed and proportional transaction costs (Q6585796)
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scientific article; zbMATH DE number 7895136
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| English | Asset pricing and hedging in financial markets with fixed and proportional transaction costs |
scientific article; zbMATH DE number 7895136 |
Statements
Asset pricing and hedging in financial markets with fixed and proportional transaction costs (English)
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12 August 2024
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von Neumann-Gale dynamical systems
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asset pricing
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hedging
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consistent valuation systems
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transaction costs
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portfolio constraints
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0.908826470375061
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0.824049711227417
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0.8102648854255676
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0.8071349859237671
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