THE NO-ARBITRAGE PRICING INTERVAL OF CONTINGENT CLAIMS UNDER TRANSACTION COSTS

Shi Meng XU, Yu Zheng ZHANG

Acta Mathematicae Applicatae Sinica ›› 2002, Vol. 25 ›› Issue (2) : 361-365.

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Acta Mathematicae Applicatae Sinica ›› 2002, Vol. 25 ›› Issue (2) : 361-365. DOI: 10.12387/C2002044
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THE NO-ARBITRAGE PRICING INTERVAL OF CONTINGENT CLAIMS UNDER TRANSACTION COSTS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2002, 25(2): 361-365 https://doi.org/10.12387/C2002044

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