No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure

✍ Scribed by Bruno Bouchard

• Publisher: Springer-Verlag
• Year: 2006
• Tongue: English
• Weight: 249 KB
• Volume: 10
• Category: Article
• ISSN: 0949-2984
• DOI: 10.1007/s00780-006-0002-8