Arbitrage and derivative securities under fixed and proportional transaction costs.

Brown, Martin (2019) Arbitrage and derivative securities under fixed and proportional transaction costs. PhD thesis, University of York.

Abstract

Metadata

Supervisors: Zastawniak, Tomasz
Awarding institution: University of York
Academic Units: The University of York > Mathematics (York)
Identification Number/EthosID: uk.bl.ethos.800591
Depositing User: MR Martin Brown
Date Deposited: 24 Feb 2020 11:39
Last Modified: 21 Apr 2020 09:53

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