Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences

George Constantinides and Thaleia Zariphopoulou

CRSP working papers from Center for Research in Security Prices, Graduate School of Business, University of Chicago

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Journal Article: Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences (1999)
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