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
Submitted on : Saturday, June 4, 2011-11:08:53 PM
Last modification on : Friday, March 24, 2023-2:52:54 PM
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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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