This research is part of the Chair Finance and Sustainable Development sponsored by EDF and Calyon, and the Chair Les particuliers face au risque sponsored by Groupama. Adrien Nguyen Huu expresses his gratitude to EDF R&D and FiME Laboratoire de Finance des Marchés d’Énergies for its financial support. Both authors are grateful to the anonymous referees for their valuable comments.
NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS
Article first published online: 6 JUL 2011
© 2011 Wiley Periodicals, Inc.
Volume 23, Issue 2, pages 366–386, April 2013
How to Cite
Bouchard, B. and Nguyen Huu, A. (2013), NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS. Mathematical Finance, 23: 366–386. doi: 10.1111/j.1467-9965.2011.00493.x
- Issue published online: 5 MAR 2013
- Article first published online: 6 JUL 2011
- Manuscript received May 2011; final revision received February 2011.
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!