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Arbitrage in markets without shortselling with proportional transaction costs - MaRDI portal

Arbitrage in markets without shortselling with proportional transaction costs (Q2866793)

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scientific article; zbMATH DE number 6238618
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English
Arbitrage in markets without shortselling with proportional transaction costs
scientific article; zbMATH DE number 6238618

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    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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