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Proportional Transaction Costs on Asset Trades: A Note on Existence by Homotopy Methods

Abstract : We prove existence of equilibria with proportional transaction costs on asset trading, using homotopy methods.
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https://hal-hec.archives-ouvertes.fr/hal-00598177
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Saturday, June 4, 2011 - 11:08:53 PM
Last modification on : Thursday, January 11, 2018 - 6:19:32 AM

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  • HAL Id : hal-00598177, version 1

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

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