"Bounds on prices of contingent claims in an intertemporal economy with ..."

George M. Constantinides, Thaleia Zariphopoulou (1999)

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DOI: 10.1007/S007800050066

access: closed

type: Journal Article

metadata version: 2020-07-22

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George M. Constantinides, Thaleia Zariphopoulou:
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences. Finance Stochastics 3(3): 345-369 (1999)

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