scientific article; zbMATH DE number 1810129

MaRDI QIDQ3147970zbMATH OpenFDO

Authors Shimeng Xu, Yuzhong Zhang

Publication date 30 September 2002

zbMATH Keywords

arbitrage opportunitycontingent claimsdiscound assettransaction costs

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 2233611
• Arbitrage-free interval of American contingent claims under proportional transaction cost
• Arbitrage pricing of contingent claims
• scientific article; zbMATH DE number 1286337
• The arbitrage-free interval of American contingent claims with frictions
• scientific article; zbMATH DE number 5657306
• scientific article; zbMATH DE number 1501084
• Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time
• Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs

Cited in

(4)

• On the pricing of American contingent claims under transaction costs and multiple risky assets
• Notes about arbitrage of market under transaction costs
• Arbitrage-free interval of American contingent claims under proportional transaction cost
• scientific article; zbMATH DE number 2233611 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3147970)