On Transaction-Cost Models in Continuous-Time Markets
Year of publication: |
2015
|
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Authors: | Poufinas, Thomas |
Published in: |
International Journal of Financial Studies. - MDPI, Open Access Journal, ISSN 2227-7072. - Vol. 3.2015, 2, p. 102-135
|
Publisher: |
MDPI, Open Access Journal |
Subject: | risky asset | transaction costs | weakly complete markets | continuous-time markets | cost function | option pricing |
Extent: | application/pdf text/html |
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Type of publication: | Article |
Classification: | G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance ; F2 - International Factor Movements and International Business ; F3 - International Finance ; F41 - Open Economy Macroeconomics ; F42 - International Policy Coordination and Transmission |
Source: |
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