Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (Q4548072): Difference between revisions

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+W3122492089
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+On the fundamental theorem of asset pricing with an infinite state space
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+Financial innovation and arbitrage pricing in frictional economies
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+Q3811988
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+Local martingales and the fundamental asset pricing theorems in the discrete-time case
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+ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
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+Martingales and arbitage in securities markets with transaction costs
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Asset Pricing in Economies with Frictions
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+The fundamental theorem of asset pricing with cone constraints
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+A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
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