Financial innovations and arbitrage pricing in economies with frictions: Revisited

DOI10.1006/JETH.1996.2256zbMath0889.90025OpenAlexW2072135305MaRDI QIDQ1367902

Eliezer Z. Prisman, Narat Charupat

Publication date: 4 June 1998

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jeth.1996.2256

zbMATH Keywords

arbitrage pricing

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization

Cites Work

• Financial market innovation and security design: An introduction
• Financial innovation and arbitrage pricing in frictional economies

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