A note on super-hedging for investor-producers (Q2392019): Difference between revisions

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+A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES
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+NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS
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+A super-replication theorem in Kabanov's model of transaction costs
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+A general version of the fundamental theorem of asset pricing
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+The existence of absolutely continuous local martingale measures
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+Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs
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+Markets with transaction costs. Mathematical theory.
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+Q2725602
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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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+Optimization in the Energy Industry
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+Applied stochastic control of jump diffusions.
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+Hedging of Claims with Physical Delivery under Convex Transaction Costs
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+Q3400717
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+A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
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