Proportional transaction costs on asset trades : a note on existence by homotopy methods
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References listed on IDEAS
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More about this item
KeywordsTransaction costs; incomplete markets; homotopy methods;
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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