scientific article; zbMATH DE number 5592539

zbMath1199.91277MaRDI QIDQ5325328

P. S. Shelyazhenko, Georgiy M. Shevchenko, Yuliya S. Mishura

Publication date: 8 August 2009

Full work available at URL: http://www.ams.org/tpms/2008-77-00/S0094-9000-09-00752-2/home.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

financial marketmultiperiod modelbounded arbitrage strategy

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Related Items (1)

Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size

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