Arbitrage and viability in securities markets with fixed trading costs

B-Tier

Journal: Journal of Mathematical Economics

Year: 2001

Volume: 35

Issue: 2

Pages: 197-221

Authors (3)

Jouini, Elyes (Université Paris-Dauphine (Par...) Kallal, Hedi (not in RePEc) Napp, Clotilde (Université Paris-Dauphine (Par...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count