Asset pricing and hedging in financial markets with fixed and proportional transaction costs (Q6585796)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asset pricing and hedging in financial markets with fixed and proportional transaction costs |
scientific article; zbMATH DE number 7895136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing and hedging in financial markets with fixed and proportional transaction costs |
scientific article; zbMATH DE number 7895136 |
Statements
Asset pricing and hedging in financial markets with fixed and proportional transaction costs (English)
0 references
12 August 2024
0 references
von Neumann-Gale dynamical systems
0 references
asset pricing
0 references
hedging
0 references
consistent valuation systems
0 references
transaction costs
0 references
portfolio constraints
0 references
0 references
0 references
0 references
0 references
