Deng, Xiaotie

Xu, Chunlei

Zhang, Shunming

English

Scholarship@Western

Western UniversityScholarship@WesternDepartment of Economics Research Reports Economics Working Papers Archive20002000-13 Dynamic Arbitrage-free Asset Pricing withProportional Transaction CostsXiaotie DengChunlei XuShunming ZhangFollow this and additional works at: https://ir.lib.uwo.ca/economicsresrptPart of the Economics CommonsCitation of this paper:Deng, Xiaotie, Chunlei Xu, Shunming Zhang. "2000-13 Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs."Department of Economics Research Reports, 2000-13. London, ON: Department of Economics, University of Western Ontario(2000).

2000-13 Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs

https://ir.lib.uwo.ca/cgi/viewcontent.cgi?article=1357&amp;context=economicsresrpt

2000-13 Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs

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Scholarship@Western