No arbitrage conditions and liquidity
Fabian Astic; Nizar Touzi
| Year of publication: |
2007
|
|---|---|
| Authors: | Astic, Fabian ; Touzi, Nizar |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 43.2007, 6, p. 692-708
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Liquidität | Liquidity | Transaktionskosten | Transaction costs | Hedging | Theorie | Theory |
| Extent: | Graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003490462