No-arbitrage criteria for financial markets with transaction costs and incomplete information
No abstract is available for this item.
Volume (Year): 11 (2007)
Issue (Month): 2 (April)
|Contact details of provider:|| Web page: http://www.springerlink.com/content/101164/|
|Order Information:||Web: http://link.springer.de/orders.htm|
References listed on IDEAS
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.:
- Bouchard, Bruno, 2006. "No-arbitrage in discrete-time markets with proportional transaction costs and general information structure," Economics Papers from University Paris Dauphine 123456789/1850, Paris Dauphine University.
- Jouini Elyes & Kallal Hedi, 1995. "Martingales and Arbitrage in Securities Markets with Transaction Costs," Journal of Economic Theory, Elsevier, vol. 66(1), pages 178-197, June.
- Kallal, Hedi & Jouini, Elyès, 1995. "Martingales and arbitrage in securities markets with transaction costs," Economics Papers from University Paris Dauphine 123456789/5630, Paris Dauphine University.
- Bruno Bouchard, 2006. "No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure," Finance and Stochastics, Springer, vol. 10(2), pages 276-297, April.
- repec:fth:inseep:9513 is not listed on IDEAS
When requesting a correction, please mention this item's handle: RePEc:spr:finsto:v:11:y:2007:i:2:p:237-251. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Christopher F Baum)
If references are entirely missing, you can add them using this form.