Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435): Difference between revisions

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+Youri M.Kabanov
@@ Property / author: Youri M.Kabanov / rank @@
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+MaRDI publication profile
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+W1985948815
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@@ Property / cites work @@
+Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs
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+A super-replication theorem in Kabanov's model of transaction costs
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+General Arbitrage Pricing Model: I – Probability Approach
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+General Arbitrage Pricing Model: II – Transaction Costs
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+A general version of the fundamental theorem of asset pricing
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+Hedging of American options under transaction costs
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+No-arbitrage criteria for financial markets with transaction costs and incomplete information
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+On low dimensional case in the fundamental asset pricing theorem with transaction costs
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+The fundamental theorem of asset pricing under transaction costs
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+Consistent price systems and face-lifting pricing under transaction costs
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