Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space

DOI10.1007/s10203-024-00439-zzbMATH Open1546.91257MaRDI QIDQ6581909

Tomasz Zastawniak

Publication date: 1 August 2024

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

zbMATH Keywords

transaction costsmartingale measurearbitrage

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

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