Arbitrage and viability in securities markets with fixed trading costs
Year of publication: |
2001
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Authors: | Jouini, Elyès ; Kallal, Hédi D. ; Napp, Clotilde |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 35.2001, 2, p. 197-221
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Subject: | Arbitrage Pricing | Arbitrage pricing | Optionspreistheorie | Option pricing theory | Fixkosten | Fixed costs | Transaktionskosten | Transaction costs | Theorie | Theory |
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