scholarly journals The Fundamental Theorem of Asset Pricing Under Proportional Transaction Costs

2007 ◽  
Author(s):  
Alet Roux
Keyword(s):  
Asset Pricing ◽  
Transaction Costs ◽  
Fundamental Theorem ◽  
Proportional Transaction Costs

scholarly journals The Fundamental Theorem of Asset Pricing Under Transaction Costs

2011 ◽  
Author(s):  
Paolo Guasoni ◽  
Emmanuel Lepinette-Denis ◽  
Miklos Rasonyi
Keyword(s):  
Asset Pricing ◽  
Transaction Costs ◽  
Fundamental Theorem

The fundamental theorem of asset pricing for continuous processes under small transaction costs

2008 ◽  
Vol 6 (2) ◽  
pp. 157-191 ◽  
Author(s):  
Paolo Guasoni ◽  
Miklós Rásonyi ◽  
Walter Schachermayer
Keyword(s):  
Asset Pricing ◽  
Transaction Costs ◽  
Fundamental Theorem ◽  
Continuous Processes

scholarly journals Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs

2002 ◽  
Vol 12 (1) ◽  
pp. 89-97 ◽  
Author(s):  
SHUNMING ZHANG ◽  
CHUNLEI XU ◽  
XIAOTIE DENG
Keyword(s):  
Asset Pricing ◽  
Transaction Costs ◽  
Proportional Transaction Costs

scholarly journals The fundamental theorem of asset pricing under transaction costs

2012 ◽  
Vol 16 (4) ◽  
pp. 741-777 ◽  
Author(s):  
Paolo Guasoni ◽  
Emmanuel Lépinette ◽  
Miklós Rásonyi
Keyword(s):  
Asset Pricing ◽  
Transaction Costs ◽  
Fundamental Theorem
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