Financial innovations and arbitrage pricing in economies with frictions: Revisited

DOI10.1006/JETH.1996.2256MaRDI QIDQ1367902zbMATHOpenAlexFDO

Authors Narat Charupat, Eliezer Z. Prisman

Publication date 4 June 1998

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jeth.1996.2256

zbMATH Keywords

arbitrage pricing

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• Financial innovation and arbitrage pricing in frictional economies
• Financial market innovation and security design: An introduction

Cited in

(2)

• Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization
• Financial innovation and arbitrage pricing in frictional economies

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