Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty
Year of publication: |
2015
|
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Authors: | Bayraktar, Erhan |
Other Persons: | Zhang, Yuchong (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Transaktionskosten | Transaction costs | CAPM | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming, Mathematics of Operations Research Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 5, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2392001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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