A discrete stochastic model for investment with an application to the transaction costs case

Article Abstract:

A stochastic investment model is set up to study investment, with assets seen as opportunities for investment, and this has applications for understanding transaction costs.

Economics, Research and Development in the Social Sciences and Humanities, Research, Investments, Stochastic analysis

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Price functionals with bid-ask spreads: an axiomic approach

Article Abstract:

Arbitrage is examined in securities markets, including transaction costs, and bid-ask ratios.

Securities and Commodity Exchanges, Security and commodity exchanges, Securities Exchanges, Analysis, Stock-exchange, Stock exchanges, Exchanges, Economic research

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Optimal investment with taxes: An existence result

Article Abstract:

An existence result for the deterministic control problem is presented.

Usage, Chaos theory, Chaotic systems, Mathematical optimization, Optimization theory

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