مرکز منطقه ای اطلاع رساني علوم و فناوري - A discrete stochastic model for investment with an application to the transaction costs case

Title of article :

A discrete stochastic model for investment with an application to the transaction costs case

Author/Authors :

Laurence Carassus، نويسنده , , Elyès Jouini، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2000

Pages :

From page :

To page :

Keywords :

Stationarity , Arbitrage , Transaction costs , Farkas lemma , Weak-compactness , Fixed pointtheorem

Journal title :

Journal of Mathematical Economics

Serial Year :

2000

Journal title :

Journal of Mathematical Economics

Record number :

155723

Link To Document :