Viability and equilibrium in securities markets with frictions (Q2757304)

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scientific article; zbMATH DE number 1676819
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English
Viability and equilibrium in securities markets with frictions
scientific article; zbMATH DE number 1676819

    Statements

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    26 November 2001
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    viability
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    equilibrium
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    absence of arbitrage
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    free lunch
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    market frictions
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    convex and sublinear pricing rule
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    consistent bid-ask prices
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    arbitrage bounds
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    equilibrium bounds
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    Viability and equilibrium in securities markets with frictions (English)
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