مرکز منطقه ای اطلاع رساني علوم و فناوري - The Harrison–Pliska arbitrage pricing theorem under transaction costs

Title of article :

The Harrison–Pliska arbitrage pricing theorem under transaction costs

Author/Authors :

Yu. M. Kabanov، نويسنده , , Ch. Stricker، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2001

Pages :

From page :

185

To page :

196

Keywords :

Hedging , Polyhedral cones , Financial Market , Contingent claim , Arbitrage , Transaction cost

Journal title :

Journal of Mathematical Economics

Serial Year :

2001

Journal title :

Journal of Mathematical Economics

Record number :

155786

Link To Document :