Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Year of publication: |
1999-05-03
|
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Authors: | (*), Thaleia Zariphopoulou ; Constantinides, George M. |
Published in: |
Finance and Stochastics. - Springer. - Vol. 3.1999, 3, p. 345-369
|
Publisher: |
Springer |
Subject: | Contingent claim prices | bounds on prices | transaction costs | viscosity solutions |
Extent: | application/pdf |
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Type of publication: | Article |
Notes: | received: October 1997; final version received: August 1998 |
Classification: | C6 - Mathematical Methods and Programming ; D9 - Intertemporal Choice and Growth ; G1 - General Financial Markets |
Source: |
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