No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Year of publication: |
2013
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Authors: | Bouchard, Bruno ; Huu, Adrien Nguyen |
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. 23.2013, 2, p. 366-386
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Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Arbitrage | Portfolio-Management | Portfolio selection |
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