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
12
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