Transaction Costs in Financial Models
Year of publication: |
2010
|
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Authors: | Bouchard, Bruno ; Jouini, Elyès |
Institutions: | HAL |
Subject: | Proportional transaction costs | continuous time | trading orders | frictionless models | super-hedging | solvency region | arbitrage |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00703138 Published, Encyclopedia of Quantitative Finance, wiley (Ed.), 2010, 7 |
Source: |
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