Asset price bubbles in markets with transaction costs
Article Properties
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DOI (url)
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Publication Date2022/01/01
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Indian UGC (journal)
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Refrences61
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Francesca Biagini Department of Mathematics, Ludwig-Maximilians Universität, Theresienstraße 39, 80333 Munich, Germany
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Thomas Reitsam Department of Mathematics, Ludwig-Maximilians Universität, Theresienstraße 39, 80333 Munich, Germany
Abstract
Cite
Biagini, Francesca, and Thomas Reitsam. “Asset Price Bubbles in Markets With Transaction Costs”. Frontiers of Mathematical Finance, vol. 1, no. 3, 2022, p. 397, https://doi.org/10.3934/fmf.2022002.
Biagini, F., & Reitsam, T. (2022). Asset price bubbles in markets with transaction costs. Frontiers of Mathematical Finance, 1(3), 397. https://doi.org/10.3934/fmf.2022002
Biagini, Francesca, and Thomas Reitsam. “Asset Price Bubbles in Markets With Transaction Costs”. Frontiers of Mathematical Finance 1, no. 3 (2022): 397. https://doi.org/10.3934/fmf.2022002.
Biagini F, Reitsam T. Asset price bubbles in markets with transaction costs. Frontiers of Mathematical Finance. 2022;1(3):397.
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Hedging and liquidation under transaction costs in currency markets | Finance and Stochastics |
| 138 | 1999 |
Hedging under Transaction Costs in Currency Markets: a Continuous‐Time Model | Mathematical Finance |
| 41 | 2002 |
| 10.1007/978-3-662-04790-3_7 | ||||
| 10.1007/978-3-540-68121-2 | ||||
| 10.3386/w18905 |