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dc.contributor.authorLépinette, Emmanuel*
dc.date.accessioned2012-05-31T09:33:43Z
dc.date.available2012-05-31T09:33:43Z
dc.date.issued2009
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/9307
dc.language.isoenen
dc.subjectGeneral arbitrageen
dc.subjectRandom conesen
dc.subjectContinuous tradingen
dc.subjectHedging theoremen
dc.subject.ddc332en
dc.subject.classificationjelD23en
dc.subject.classificationjelG12en
dc.titleArbitrage Pricing Under Transaction Costs: Continuous Timeen
dc.typeCommunication / Conférence
dc.description.abstractenWe develop an abstract version of Arbitrage Pricing Theory for continuous-time models with transaction costs. Our results includes the financial -model of Campi and Schachermayer.en
dc.identifier.citationpages91-106en
dc.relation.ispartoftitleRecent advances in financial engineering‎, proceedings of the 2008 Daiwa International Workshop on Financial Engineeringen
dc.relation.ispartofeditorKijima‎, Masaaki
dc.relation.ispartofeditorKabanov‎, Yuri
dc.relation.ispartofpublnameWORLD SCIENTIFICen
dc.relation.ispartofdate2009
dc.relation.ispartofpages230en
dc.relation.ispartofurlhttp://dx.doi.org/10.1142/9789814273473_0005en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelEconomie financièreen
dc.relation.ispartofisbn978-981-427346-6en
dc.relation.conftitleDaiwa International Workshop on Financial Engineeringen
dc.relation.confdate2008-07
dc.relation.confcityTokyoen
dc.relation.confcountryJaponen
hal.person.labIds*


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