Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk (Q5410802): Difference between revisions

@@ Property / author @@
-Igor V. Evstigneev
@@ Property / author: Igor V. Evstigneev / rank @@
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@@ Property / author @@
-Mikhail Zhitlukhin
@@ Property / author: Mikhail Zhitlukhin / rank @@
-Normal rank
@@ Property / author @@
+Igor V. Evstigneev
@@ Property / author: Igor V. Evstigneev / rank @@
+Normal rank
@@ Property / author @@
+Mikhail Zhitlukhin
@@ Property / author: Mikhail Zhitlukhin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2013.795565
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@@ Property / OpenAlex ID @@
+W2117116964
@@ Property / OpenAlex ID: W2117116964 / rank @@
+Normal rank
@@ Property / cites work @@
+The valuation problem in arbitrage price theory
@@ Property / cites work: The valuation problem in arbitrage price theory / rank @@
+Normal rank
@@ Property / cites work @@
+Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
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+Controlled Random Fields on an Oriented Graph
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+Stochastic equilibria on graphs, I
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+Dynamic interaction models of economic equilibrium
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+Q4121644
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+ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
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+Markets with transaction costs. Mathematical theory.
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+A generalization of a problem of Steinhaus
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+The Kreps--Yan theorem for \(L^\infty\)
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@@ links / mardi / name / links / mardi / name @@
+Publication:5410802