Discrete-time market models from the small investor point of view and the first fundamental-type theorem (Q1698737): Difference between revisions

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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+A general version of the fundamental theorem of asset pricing
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Local martingales and the fundamental asset pricing theorems in the discrete-time case
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+Valuation before and after tax in the discrete time, finite state no arbitrage model
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+Martingales and arbitage in securities markets with transaction costs
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+Non-arbitrage criteria for financial markets with efficient friction
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+Markets with transaction costs. Mathematical theory.
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+Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
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+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
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