You are in : Home » Results & submissions » Select UOA » 10 - Mathematical Sciences » View submission: University of Durham » Outputs » Detail

Output details

10 - Mathematical Sciences

Output 21 of 204 in the submission

Article title

Arbitrage-free models in markets with transaction costs

Type

D - Journal article

DOI

Title of journal

Electronic Communications in Probability

Article number

Volume number

Issue number

First page of article

614

ISSN of journal

1083-589X

Year of publication

2011

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

D - Statistics

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract