Timetable
TU FH, Turm A, 6. Stock, Seminarraum 107 (map).
Th, 11.03.2004
---> 17:00-18:00 <---
Umut Cetin:
An Alternative Proof of Fundamental Theorem of Asset Pricing with
Proportional Transaction Costs
I'll try to give a, somewhat rigorous, sketch of the proof of the
fundamental theorem in the setting of Jouini and Kallal (1995) using
arguments from utility maximization.
http://www.fam.tuwien.ac.at/events/