Advanced Search

Match of the following rules

Add Sub-clause

Add Another Rule

Contains the following math formula (red border means the formula is incomplete)

Formula preview

Currently displaying 1 – 1 of 1

Order by Relevance | Title | Year of publication

Arbitrage in markets without shortselling with proportional transaction costs

Przemysław Rola — 2013

Applicationes Mathematicae

We consider markets with proportional transaction costs and shortsale restrictions. We give necessary and sufficient conditions for the absence of arbitrage and also estimate the super-replication price.

Page 1

Download Results (CSV)