FTAP in finite discrete time with transaction costs by utility maximization
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Publication:2255008
DOI10.1007/s00780-014-0241-zzbMath1312.91099OpenAlexW1965889553MaRDI QIDQ2255008
Publication date: 6 February 2015
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-014-0241-z
utilityarbitragefundamental theorem of asset pricingself-financing portfolioconsistent price systemproportional transaction cost
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Cites Work
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