The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
type: Item
instance of: scholarly article
title: The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
zbMATH Open document ID: 1119.91046
author: Walter Schachermayer
published in: Mathematical Finance
publication date: 2004-05-27T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 60J99
zbMATH DE Number: 2067107
zbMATH Keywords: asset pricing
zbMATH Keywords: robust no-arbitrage condition
zbMATH Keywords: proportional transaction costs
zbMATH Keywords: foreign exchange markets
MaRDI profile type: Publication
full work available at URL: j.0960-1627.2004.00180.x
OpenAlex ID: W2133183661
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DOI: 10.1111/J.0960-1627.2004.00180.X
description: scientific article; zbMATH DE number 2067107