70 search results - page 2 / 14 » Market Equilibrium with Transaction Costs |
IOR
2010
13 years 4 months ago
2010
In critical energy infrastructure sectors (e.g. electric power generation, natural gas transportation, oil refining capacity) maintaining certain level of excess capacity is soci...
FS
2006
13 years 5 months ago
2006
In the paper by Melnikov and Petrachenko `On option pricing in binomial market with transaction costs,' Finance Stoch. 9 (2005), 141
AAIM
2005
Springer
13 years 11 months ago
2005
Springer
Abstract. In this paper we study the computational problem of arbitrage in a frictional market with a finite number of bonds and finite and discrete times to maturity. Types of f...
HICSS
2005
IEEE
13 years 11 months ago
2005
IEEE
Abstract— We compare two alternative mechanisms for capping prices in two-settlement electricity markets. With sufficient lead time and competitive entry opportunities, forward ...
FS
2006
13 years 5 months ago
2006
We prove a general version of the super-replication theorem, which applies to Kabanov's model of foreign exchange markets under proportional transaction costs. The market is ...