Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729)

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Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
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    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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