Arbitrage Pricing Under Transaction Costs: Continuous Time
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | RECENT ADVANCES IN FINANCIAL ENGINEERING |
| Author | Denis, Emmanuel |
| Maintainer | CCSD |
| Last Updated | May 17, 2026, 07:48 (UTC) |
| Created | May 17, 2026, 07:48 (UTC) |
| Identifier | hal-00700860 |
| Language | en |
| contributor | CEntre de REcherches en MAthématiques de la DEcision (CEREMADE) ; Université Paris Dauphine-PSL ; Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Denis, Emmanuel |
| date | 2008-05-17T00:00:00 |
| harvest_object_id | a5485ea5-e13a-49dd-944d-92ccfcaf5e46 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-06-13T00:00:00 |
| set_spec | type:ART |