مرکز منطقه ای اطلاع رساني علوم و فناوري - Arbitrage and viability in securities markets with fixed trading costs

Title of article :

Arbitrage and viability in securities markets with fixed trading costs

Author/Authors :

Elyès Jouini، نويسنده , , Hedi Kallal، نويسنده , , Clotilde Napp، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2001

Pages :

From page :

197

To page :

221

Keywords :

Absolutely continuous martingale measure , fixed costs , Contingent claims pricing , Viability , Arbitrage

Journal title :

Journal of Mathematical Economics

Serial Year :

2001

Journal title :

Journal of Mathematical Economics

Record number :

155787

Link To Document :