Arbitrage under transaction costs revisited
Year of publication: |
2009
|
---|---|
Authors: | Rásonyi, Miklós |
Published in: |
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift. - Berlin [u.a.] : Springer, ISBN 978-3-642-02607-2. - 2009, p. 211-225
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Transaktionskosten | Transaction costs | Theorie | Theory |
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