Dynamic arbitrage-free asset pricing with proportional transaction costs
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 |
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