Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs - Research Database, The University of York

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Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs

Research output: Contribution to journal › Article › peer-review

Full text download(s)

Brown-Zastawniak2020_Article_FundamentalTheoremOfAssetPrici
252 KB, PDF document

Published copy (DOI)

10.1007/s10436-020-00367-z

Author(s)

Martin Brown
Tomasz Zastawniak

Department/unit(s)

Mathematics

Publication details

Journal	Annals of FInance
Date	Accepted/In press - 28 Apr 2020
Date	E-pub ahead of print (current) - 26 May 2020
Number of pages	11
Early online date	26/05/20
Original language	English

Bibliographical note

© The Author(s) 2020

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