The Harrison-Pliska pricing theorem under transaction costs
Yu. M. Kabanov; Ch. Stricker
| Year of publication: |
2001
|
|---|---|
| Authors: | Kabanov, Jurij M. ; Stricker, Ch. |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 35.2001, 2, p. 185-196
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Transaktionskosten | Transaction costs | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of mathematical economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001567619