搜索结果: 1-1 共查到“经济学 proportional transaction costs”相关记录1条 . 查询时间(0.046 秒)
No-arbitrage of second kind in countable markets with proportional transaction costs
No-arbitrage transaction costs bond market
2010/10/21
Motivated by applications to bond markets, we propose a multivariate framework for discrete time financial markets with proportional transaction costs and a countable infinite number of tradable asse...