Martingales and arbitage in securities markets with transaction costs
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Publication:1897315
DOI10.1006/jeth.1995.1037zbMath0830.90020OpenAlexW2060302284MaRDI QIDQ1897315
Publication date: 27 August 1995
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jeth.1995.1037
Microeconomic theory (price theory and economic markets) (91B24) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80)
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