Viability and Equilibrium in Securities Markets with Frictions

• 1 July 1999
• journal article
• Published by Wiley in Mathematical Finance
• Vol. 9  (3) , 275-292
• https://doi.org/10.1111/1467-9965.00071

Abstract

Keywords

• VIABILITY
• EQUILIBRIUM
• ABSENCE OF ARBITRAGE
• FREE LUNCH
• MARKET FRICTIONS
• CONVEX AND SUBLINEAR PRICING RULE
• CONSISTENT BID‐ASK PRICES
• ARBITRAGE BOUNDS
• EQUILIBRIUM BOUNDS

All Related Versions

• Version 1, RePEc (Unconfirmed version)
• Version 1, RePEc (Unconfirmed version)
• Version 1, RePEc (Unconfirmed version)