Pricing issues with investment flows. Applications to market models with frictions (Q5943169): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Arbitrage and Growth Rate for Riskless Investments in a Stationary Economy / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the fundamental theorem of asset pricing with an infinite state space / rank
 
Normal rank
Property / cites work
 
Property / cites work: DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3940289 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investment Selection with Imperfect Capital Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Investment Selection with a Multitude of Projects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investment and Arbitrage Opportunities with Short Sales Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging contingent claims with constrained portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalent martingale measures and no-arbitrage in stochastic securities market models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5588318 / rank
 
Normal rank
Property / cites work
 
Property / cites work: REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general version of the fundamental theorem of asset pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: The fundamental theorem of asset pricing for unbounded stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5658888 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4086511 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cash Stream Valuation In the Face of Transaction Costs and Taxes / rank
 
Normal rank
Property / cites work
 
Property / cites work: TAX BASIS AND NONLINEARITY IN CASH STREAM VALUATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiperiod security markets with differential information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optional decompositions under constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4868516 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5183990 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calcul stochastique et problèmes de martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Price functionals with bid-ask spreads: An axiomatic approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and arbitage in securities markets with transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viability and Equilibrium in Securities Markets with Frictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and viability in securities markets with fixed trading costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and investment opportunities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging and liquidation under transaction costs in currency markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3226265 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sublinear price functionals under portfolio constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and equilibrium in economies with infinitely many commodities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale Measures For A Class of Right‐Continuous Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: State Constraints in Convex Control Problems of Bolza / rank
 
Normal rank
Property / cites work
 
Property / cites work: MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage et lois de martingale. (Arbitrage and martingale laws) / rank
 
Normal rank

Latest revision as of 19:47, 3 June 2024

scientific article; zbMATH DE number 1642493
Language Label Description Also known as
English
Pricing issues with investment flows. Applications to market models with frictions
scientific article; zbMATH DE number 1642493

    Statements

    Pricing issues with investment flows. Applications to market models with frictions (English)
    0 references
    0 references
    24 February 2004
    0 references
    0 references
    contingent claims pricing
    0 references
    market imperfections
    0 references
    superreplication cost
    0 references
    arbitrary
    0 references
    viability
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references