No arbitrage conditions and liquidity (Q2642001): Difference between revisions

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+https://doi.org/10.1016/j.jmateco.2006.10.005
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+W2079879443
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@@ Property / cites work @@
+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
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+Option pricing by large risk aversion utility under transaction costs
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+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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+Liquidity risk and arbitrage pricing theory
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+Hedging options for a large investor and forward-backward SDE's
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+Market Volatility and Feedback Effects from Dynamic Hedging
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+Martingales and arbitage in securities markets with transaction costs
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+Q3141900
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+Hedging and liquidation under transaction costs in currency markets
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+The Harrison-Pliska arbitrage pricing theorem under transaction costs
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+Non-arbitrage criteria for financial markets with efficient friction
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+On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property
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+Q5638112
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+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
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+The Feedback Effect of Hedging in Illiquid Markets
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