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Supporting Prices in a Stochastic von Neumann--Gale Model of a Financial Market - MaRDI portal

Supporting Prices in a Stochastic von Neumann--Gale Model of a Financial Market (Q5216289)

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scientific article; zbMATH DE number 7168135
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Supporting Prices in a Stochastic von Neumann--Gale Model of a Financial Market
scientific article; zbMATH DE number 7168135

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    Supporting Prices in a Stochastic von Neumann--Gale Model of a Financial Market (English)
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    17 February 2020
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    von Neumann-Gale model
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    supporting prices
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    transaction costs
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    portfolio constraints
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