The fundamental theorem of asset pricing under transaction costs (Q693033): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+A super-replication theorem in Kabanov's model of transaction costs
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+General Arbitrage Pricing Model: II – Transaction Costs
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+Q4213414
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+A general version of the fundamental theorem of asset pricing
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+The mathematics of arbitrage
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+Q3957682
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+OPTIONAL MARTINGALES
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+Q3324755
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+Optimal investment with transaction costs and without semimartingales
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+The fundamental theorem of asset pricing for continuous processes under small transaction costs
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Q4778955
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+Martingales and arbitage in securities markets with transaction costs
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+Hedging and liquidation under transaction costs in currency markets
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+Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model
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+The Harrison-Pliska arbitrage pricing theorem under transaction costs
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+Q2725602
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+Non-arbitrage criteria for financial markets with efficient friction
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+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Q4115333
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+MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
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+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
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