No-arbitrage criteria for financial markets with transaction costs and incomplete information

ISSN： 0949-2984

Source： Finance and Stochastics, Vol.11, Iss.2, 2007-04, pp. : 237-251

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Incomplete markets, transaction costs and liquidity effects

By Jouini E. Koehl P.-F. Touzi N.

The European Journal of Finance, Vol. 3, Iss. 4, 1997-12 ,pp. : 325-347

Routledge Ltd

Access to resources Recommend Favorite

Information costs in financial markets: evidence from the Tunisian stock market

By Chakroun Imene Safer Hamdouni Abdelkader

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 11, Iss. 4, 2010-01 ,pp. : 401-409

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Markets with Transaction Costs, by Yuri Kabanov and Mher Safarian

By Lewis James W.

Quantitative Finance, Vol. 11, Iss. 8, 2011-08 ,pp. : 1133-1134

Routledge Ltd

Access to resources Recommend Favorite

Yuri Kabanov and Mher Safarin: Markets with transaction costs: Springer, 2009

By Wipplinger Evert

Finanzmarkt und Portfolio Management, Vol. 25, Iss. 1, 2011-03 ,pp. : 107-108

Springer Publishing Company

Access to resources Recommend Favorite

Time consistency of dynamic risk measures in markets with transaction costs

By Feinstein Zachary Rudloff Birgit

Quantitative Finance, Vol. 13, Iss. 9, 2013-09 ,pp. : 1473-1489

Routledge Ltd

Access to resources Recommend Favorite