Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs

Brown, Martin and Zastawniak, Tomasz (2020) Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs. Annals of FInance. ISSN: 1614-2446

Metadata

Item Type: Article
Authors/Creators:
  • Brown, Martin
  • Zastawniak, Tomasz (tomasz.zastawniak@york.ac.uk)
Copyright, Publisher and Additional Information:

© The Author(s) 2020
Dates:
  • Accepted: 28 April 2020
  • Published (online): 26 May 2020
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 07 May 2020 08:10
Last Modified: 20 Sep 2025 01:12
Published Version: https://doi.org/10.1007/s10436-020-00367-z
Status: Published online
Refereed: Yes
Identification Number: 10.1007/s10436-020-00367-z
Open Archives Initiative ID (OAI ID):

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