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Continuous-Time Asset Pricing Theory pp 375–388Cite as

The Trading Constrained Market

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Abstract

This chapter introduces trading constraints to the markets studied in Parts I–III of this book. Most of the structure extends in a straightforward fashion.

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References

  1. J. Hiriart-Urruty, C. Lemarechal, Fundamentals of Convex Analysis (Springer, New York, 2004)

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  2. A. Ruszczynski, Nonlinear Optimization (Princeton University Press, Princeton, NJ, 2006)

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Authors and Affiliations

  1. Samuel Curtis Johnson Graduate School, Cornell University, Ithaca, New York, USA

    Robert A. Jarrow

Authors
  1. Robert A. Jarrow
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Jarrow, R.A. (2018). The Trading Constrained Market. In: Continuous-Time Asset Pricing Theory. Springer Finance(). Springer, Cham. https://doi.org/10.1007/978-3-319-77821-1_18

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