Notes about arbitrage of market under transaction costs

zbMATH Open1051.91042MaRDI QIDQ2778178

Shimeng Xu, Yuzhong Zhang

Publication date: 2001

Published in: Journal of Systems Science and Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

transaction costscontingent claimsarbitrage opportunitydiscount asset

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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