Asset pricing and hedging in financial markets with fixed and proportional transaction costs
type: Item
instance of: scholarly article
title: Asset pricing and hedging in financial markets with fixed and proportional transaction costs
zbMATH Open document ID: 1542.91406
author: Esmaeil Babaei
published in: Annals of Finance
publication date: 2024-08-12T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7895136
zbMATH Keywords: von Neumann-Gale dynamical systems
zbMATH Keywords: asset pricing
zbMATH Keywords: hedging
zbMATH Keywords: consistent valuation systems
zbMATH Keywords: transaction costs
zbMATH Keywords: portfolio constraints
MaRDI profile type: Publication
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DOI: 10.1007/S10436-024-00441-W
description: scientific article; zbMATH DE number 7895136