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