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• Clotilde Napp

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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 35 (2001)
Issue (Month): 3 (June)
Pages: 383-408
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Handle: RePEc:eee:mateco:v:35:y:2001:i:3:p:383-408

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Alet Roux, 2007. "The fundamental theorem of asset pricing under proportional transaction costs," Quantitative Finance Papers 0710.2758, arXiv.org. [Downloadable!]
2. M. Dempster & I. Evstigneev & M. Taksar, 2006. "Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model," Annals of Finance, Springer, vol. 2(4), pages 327-355, October. [Downloadable!] (restricted)
   Other versions:
   • M A H Dempster & I V Evstigneev & M I Taksar, 2005. "Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model," Working Papers 062005, University of Cambridge, Judge Business School, Centre for Financial Research. [Downloadable!]

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This page was last updated on 2009-12-3.