scientific article; zbMATH DE number 5592539

zbMATH Open1199.91277MaRDI QIDQ5325328FDOQ5325328

Authors: P. S. Shelyazhenko, Yuliya S. Mishura, G. M. Shevchenko 

Publication date: 8 August 2009

Full work available at URL: http://www.ams.org/tpms/2008-77-00/S0094-9000-09-00752-2/home.html

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

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zbMATH Keywords

financial marketmultiperiod modelbounded arbitrage strategy

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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• Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size
• Arbitrages in a progressive enlargement setting
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• Profitability in a multiple strategy market

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