scientific article; zbMATH DE number 1867099

zbMATH Open1030.91019MaRDI QIDQ4792534FDOQ4792534

Łukasz Stettner

Publication date: 8 February 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

absence of arbitracehedging endowmentsNonlinear transaction costs

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24)

Cited In (4)

• Asset pricing and hedging in financial markets with fixed and proportional transaction costs
• Title not available (Why is that?)
• Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
• Problems of Mathematical Finance by Stochastic Control Methods

   Recommendations

• Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model 👍 👎
• Arbitrage under transaction costs revisited 👍 👎
• Title not available (Why is that?) 👍 👎
• Mean-variance hedging under transaction costs 👍 👎
• Markets with transaction costs. Mathematical theory. 👍 👎

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 Q4792534)