H Sayit
Arbitrage-free models in markets with transaction costs
Sayit, H; Viens, F
Authors
F Viens
Citation
Sayit, H., & Viens, F. (2011). Arbitrage-free models in markets with transaction costs. Electronic Communications in Probability, 16, 614-622. https://doi.org/10.1214/ecp.v16-1671
| Journal Article Type | Article |
|---|---|
| Publication Date | 2011-07 |
| Deposit Date | Sep 19, 2013 |
| Journal | Electronic Communications in Probability |
| Electronic ISSN | 1083-589X |
| Publisher | Bernoulli Society for Mathematical Statistics and Probability |
| Peer Reviewed | Peer Reviewed |
| Volume | 16 |
| Article Number | 53 |
| Pages | 614-622 |
| DOI | https://doi.org/10.1214/ecp.v16-1671 |
| Public URL | https://durham-repository.worktribe.com/output/1449773 |
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