Dynamic arbitrage-free asset pricing with proportional transaction costs
Shunming Zhang; Chunlei Xu; Xiaotie Deng
| Year of publication: |
2002
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|---|---|
| Authors: | Zhang, Shunming ; Xu, Chunlei ; Deng, Xiaotie |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 12.2002, 1, p. 89-97
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| Subject: | CAPM | Arbitrage | Transaktionskosten | Transaction costs | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001686175