مرکز منطقه ای اطلاع رساني علوم و فناوري - The fundamental theorem of asset pricing with cone constraints

Title of article :

The fundamental theorem of asset pricing with cone constraints

Author/Authors :

Huyên Pham، نويسنده , , Nizar Touzi، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 1999

Pages :

From page :

265

To page :

279

Keywords :

No Free Lunch , No arbitrage , Transaction costs , Portfolio constraints

Journal title :

Journal of Mathematical Economics

Serial Year :

1999

Journal title :

Journal of Mathematical Economics

Record number :

155675

Link To Document :