On the density of properly maximal claims in financial markets with transaction costs (Q2455063): Difference between revisions

@@ Property / author @@
-S. D. Jacka
@@ Property / author: S. D. Jacka / rank @@
-Normal rank
@@ Property / author @@
+S. D. Jacka
@@ Property / author: S. D. Jacka / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2161321784
@@ Property / OpenAlex ID: W2161321784 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0602592
@@ Property / arXiv ID: math/0602592 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5817859
@@ Property / cites work: Q5817859 / rank @@
+Normal rank
@@ Property / cites work @@
+The structure of admissible points with respect to cone dominance
+Normal rank
@@ Property / cites work @@
+Super Efficiency in Vector Optimization
@@ Property / cites work: Super Efficiency in Vector Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A super-replication theorem in Kabanov's model of transaction costs
+Normal rank
@@ Property / cites work @@
+Q4495123
@@ Property / cites work: Q4495123 / rank @@
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+Q4892362
@@ Property / cites work: Q4892362 / rank @@
+Normal rank
@@ Property / cites work @@
+The Banach space of workable contingent claims in arbitrage theory
+Normal rank
@@ Property / cites work @@
+Density of the set of positive proper minimal points in the set of minimal points
+Normal rank
@@ Property / cites work @@
+On Cone-Efficiency, Cone-Convexity and Cone-Compactness
+Normal rank
@@ Property / cites work @@
+Proper efficiency with respect to cones
@@ Property / cites work: Proper efficiency with respect to cones / rank @@
+Normal rank
@@ Property / cites work @@
+Measurable relations
@@ Property / cites work: Measurable relations / rank @@
+Normal rank
@@ Property / cites work @@
+A Martingale Representation Result and an Application to Incomplete Financial Markets
+Normal rank
@@ Property / cites work @@
+No arbitrage and closure results for trading cones with transaction costs
+Normal rank
@@ Property / cites work @@
+Hedging and liquidation under transaction costs in currency markets
+Normal rank
@@ Property / cites work @@
+Non-arbitrage criteria for financial markets with efficient friction
+Normal rank
@@ Property / cites work @@
+On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property
+Normal rank
@@ Property / cites work @@
+Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model
+Normal rank
@@ Property / cites work @@
+Q4550915
@@ Property / cites work: Q4550915 / rank @@
+Normal rank
@@ Property / cites work @@
+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
+Normal rank
@@ Property / cites work @@
+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
+Normal rank
@@ Property / cites work @@
+Approximating families of cones and proper efficiency in vector optimization
+Normal rank
@@ Property / cites work @@
+On the density of proper efficient points
@@ Property / cites work: On the density of proper efficient points / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2455063