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Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Kōnstantinidēs, Giōrgos; Zariphopoulou-Souganidis, … - In: Finance and stochastics 3 (1999) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10001389116
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Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Constantinides, George M.; Zariphopoulou, Thaleia - In: Finance and stochastics 3 (1999) 3, pp. 345
Persistent link: https://www.econbiz.de/10008218068