Proportional Transaction Costs on Asset Trades: A Note on Existence by Homotopy Methods - Archive ouverte HAL Access content directly
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Proportional Transaction Costs on Asset Trades: A Note on Existence by Homotopy Methods

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Abstract

We prove existence of equilibria with proportional transaction costs on asset trading, using homotopy methods.
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Dates and versions

hal-00598177 , version 1 (04-06-2011)

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  • HAL Id : hal-00598177 , version 1

Cite

Alessandro Citanna. Proportional Transaction Costs on Asset Trades: A Note on Existence by Homotopy Methods. 2000. ⟨hal-00598177⟩

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