Utility-based proof for the existence of strictly consistent price processes under proportional transaction costs
Year of publication: |
2012
|
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Authors: | Smaga, Martin |
Other Persons: | Saß, Jörn (degree supervisor) |
Publisher: |
Kaiserslautern : Technische Universität Kaiserslautern |
Subject: | Consistent Price Processes | No-Arbitrage | Transaction Costs | Utility | Fundamental Theorem of Asset Pricing (FTAP) | Transaktionskosten | Transaction costs | Nutzen | Kapitalmarkttheorie | Financial economics |
Extent: | Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Thesis |
Language: | English |
Thesis: | Kaiserslautern, Technische Universität, Diss., 2012 |
Notes: | Systemvoraussetzung: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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