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Discrete time arbitrage under transaction costs - MaRDI portal

Discrete time arbitrage under transaction costs

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Publication:4523021

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DOI10.4064/am-27-4-419-436zbMath1050.91508OpenAlexW17037516MaRDI QIDQ4523021

Joanna Piasecka

Publication date: 7 January 2001

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219285

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Optimal stochastic control (93E20)

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