Discrete time arbitrage under transaction costs
Piasecka, Joanna
Applicationes Mathematicae, Tome 27 (2000), p. 419-436 / Harvested from The Polish Digital Mathematics Library
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Conditions for the absence of arbitrage in discrete time markets with various kinds of transaction costs are shown.

Publié le : 2000-01-01
EUDML-ID : urn:eudml:doc:219285 
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     pages = {419-436},
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Piasecka, Joanna. Discrete time arbitrage under transaction costs. Applicationes Mathematicae, Tome 27 (2000) pp. 419-436. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv27i4p419bwm/

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