Martingales and arbitrage in securities markets with transaction costs
Year of publication: |
1995
|
---|---|
Authors: | Jouini, Elyès |
Other Persons: | Kallal, Hédi D. (contributor) |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 66.1995, 1, p. 178-197
|
Subject: | Arbitrage | Transaktionskosten | Transaction costs | Theorie | Theory |
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