BAHSOUN, Wael; EVSTIGNEEV, Igor V.; TAKSAR, Michael I.
In the recent work of Dempster, Evstigneev and Taksar (2006) it has been shown that the von Neumann-Gale model of economic dynamics can serve as a convenient and natural framework for the analysis of questions of asset pricing and hedging under transaction costs. The present article focuses on a...