The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011): Difference between revisions
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scientific article; zbMATH DE number 2067107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time |
scientific article; zbMATH DE number 2067107 |
Statements
The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (English)
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27 May 2004
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asset pricing
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robust no-arbitrage condition
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proportional transaction costs
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foreign exchange markets
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