Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs

Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs
Author :
Publisher : London : Department of Economics, University of Western Ontario
Total Pages : 24
Release :
ISBN-10 : UCSD:31822029753845
ISBN-13 :
Rating : 4/5 (45 Downloads)

Book Synopsis Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs by : Xiaotie Deng

Download or read book Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs written by Xiaotie Deng and published by London : Department of Economics, University of Western Ontario. This book was released on 2000 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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