Martingales and arbitage in securities markets with transaction costs
type: Item
instance of: scholarly article
title: Martingales and arbitage in securities markets with transaction costs
zbMATH Open document ID: 0830.90020
published in: Journal of Economic Theory
publication date: 1995-08-27T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 790397
zbMATH Keywords: absence of arbitrage in dynamic securities markets
zbMATH Keywords: linear pricing rules
author: Elyès Jouini
author: Hédi Kallal
MaRDI profile type: Publication
full work available at URL: jeth.1995.1037
OpenAlex ID: W2060302284
DOI: 10.1006/JETH.1995.1037
description: scientific article; zbMATH DE number 790397