ARTICLES - Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
Year of publication: |
2001
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Authors: | Constantinides, George M. ; Zariphopoulou, Thaleia |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 11.2001, 3, p. 331-346
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