Arbitrage in markets without shortselling with proportional transaction costs (Q2866793)
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scientific article; zbMATH DE number 6238618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage in markets without shortselling with proportional transaction costs |
scientific article; zbMATH DE number 6238618 |
Statements
Arbitrage in markets without shortselling with proportional transaction costs (English)
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16 December 2013
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arbitrage
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proportional transaction costs
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shortselling
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superreplication price
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