Pages that link to "Item:Q4827311"
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The following pages link to On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311):
Displayed 7 items.
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- Rapid paths in von Neumann–Gale dynamical systems (Q3498577) (← links)
- Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk (Q5410802) (← links)