Small transaction costs, absence of arbitrage and consistent price systems
Julien Grépat; Yuri Kabanov
| Year of publication: |
2012
|
|---|---|
| Authors: | Grépat, Julien ; Kabanov, Jurij M. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 16.2012, 3, p. 357-368
|
| Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection |
| 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/10009562323