• 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
    24
  • From page
    57
  • To page
    80
  • 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=155723