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pro vyhledávání: '"Smaga, Martin"'
Autor:
Sass, Jörn1 sass@mathematik.uni-kl.de, Smaga, Martin2 martin.smaga@tum.de
Publikováno v:
Finance & Stochastics. Oct2014, Vol. 18 Issue 4, p805-823. 19p.
Autor:
Smaga, Martin
This thesis deals with the relationship between no-arbitrage and (strictly) consistent price processes for a financial market with proportional transaction costs in a discrete time model. The exact mathematical statement behind this relationship is f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::77875507dd0800f1baff38214808fa25
https://kluedo.ub.uni-kl.de/files/3243/Dissertation_MartinSmaga.pdf
https://kluedo.ub.uni-kl.de/files/3243/Dissertation_MartinSmaga.pdf
