Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size (Q5391432)
From MaRDI portal
scientific article; zbMATH DE number 5875219
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size |
scientific article; zbMATH DE number 5875219 |
Statements
Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size (English)
0 references
6 April 2011
0 references
arbitrage
0 references
transaction costs
0 references
portfolio size constraints
0 references
martingale measure
0 references
measurable choice theorem
0 references
