Market conditions under frictions and without dynamic spanning

J. Keppo

Market conditions under frictions and without dynamic spanning

J. Keppo

Department of Mathematics and Systems Analysis

Research output: Working paper › Professional

Original language	English
Place of Publication	Espoo
Pages	14
Publication status	Published - 1998
MoE publication type	D4 Published development or research report or study

Publication series

Name	Helsinki University of Technology, Systems Analysis Laboratory Research Reports
Publisher	TKK
No.	A72

Keywords

arbitrage
equilibrium
incomplete markets
optimization
transaction costs

Cite this

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title = "Market conditions under frictions and without dynamic spanning",

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KW - optimization

KW - transaction costs

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KW - equilibrium

KW - incomplete markets

KW - optimization

KW - transaction costs

KW - arbitrage

KW - equilibrium

KW - incomplete markets

KW - optimization

KW - transaction costs

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BT - Market conditions under frictions and without dynamic spanning

CY - Espoo

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