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Mathematical finance. 2004;14(1):19-48. doi: 10.1111/j.0960-1627.2004.00180.x Q22.42025

The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time

有限离散时间内交易成本比例下资产定价的基本定理

Walter Schachermayer

DOI: 10.1111/j.0960-1627.2004.00180.x

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期刊名:Mathematical finance

缩写:MATH FINANC

ISSN:0960-1627

e-ISSN:1467-9965

IF/分区:2.4/Q2

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The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time