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
25
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