No-arbitrage criteria for financial markets with efficient friction
Year of publication: |
2002
|
---|---|
Authors: | Kabanov, Jurij M. ; Rásonyi, Miklós ; Stricker, Christophe |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 6.2002, 3, p. 371-382
|
Subject: | Transaktionskosten | Transaction costs | Hedging | Arbitrage Pricing | Arbitrage pricing | Kapitalmarkttheorie | Financial economics | Theorie | Theory |
-
Bouchard, Bruno, (2006)
-
Arbitrage and valuation with a minimum wealth constraint
Kim, Chong-min, (1997)
-
Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R., (2002)
- More ...
-
On the closedness of sums of convex cones in L O and the robust no-arbitrage property
Kabanov, Jurij M., (2003)
-
Courtault, Jean-Michael, (2004)
-
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M., (2002)
- More ...