Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions |
scientific article; zbMATH DE number 2160546
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions |
scientific article; zbMATH DE number 2160546 |
Statements
Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (English)
0 references
22 April 2005
0 references
weak no-arbitrage
0 references
transaction costs
0 references
bid-ask spread - taxes
0 references
nonlinear programming
0 references
0.9048078
0 references
0.8922127
0 references
0.88175833
0 references
0.8612205
0 references
0.85561174
0 references
