Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1614-2454
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs ; day:26 ; month:5 ; year:2020 ; pages:1-11
Annals of finance ; (26.5.2020), 1-11
- Classification
-
Wirtschaft
- Creator
-
Brown, Martin
Zastawniak, Tomasz
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1007/s10436-020-00367-z
- URN
-
urn:nbn:de:101:1-2020073023160291119798
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:45 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Brown, Martin
- Zastawniak, Tomasz
- SpringerLink (Online service)
Other Objects (12)
Dynamic arbitrage-free asset pricing with proportional transaction costs
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Equilibrium asset pricing with transaction costs
Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space
On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends
Asset pricing
Green asset pricing
Asset pricing program
Leverage asset pricing
Asset pricing bricks
A note on the fundamental theorem of asset pricing under model uncertainty
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Dynamic arbitrage-free asset pricing with proportional transaction costs
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Equilibrium asset pricing with transaction costs
Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space
On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends
Asset pricing
Green asset pricing
Asset pricing program
Leverage asset pricing
Asset pricing bricks
A note on the fundamental theorem of asset pricing under model uncertainty
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Dynamic arbitrage-free asset pricing with proportional transaction costs
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Equilibrium asset pricing with transaction costs
Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space
On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends
Asset pricing
Green asset pricing
Asset pricing program
Leverage asset pricing
Asset pricing bricks
A note on the fundamental theorem of asset pricing under model uncertainty