Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729)
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scientific article; zbMATH DE number 6012307
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| English | Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model |
scientific article; zbMATH DE number 6012307 |
Statements
Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (English)
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6 March 2012
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asset pricing
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hedging
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transaction costs
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trading constraints
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von Neumann-Gale model
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consistent valuation systems
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0.8137820363044739
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0.8050945997238159
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0.8020264506340027
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0.7954732179641724
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