Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542): Difference between revisions

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+W3124318526
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+.1420
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+A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
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+Consistent price systems under model uncertainty
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+Arbitrage and duality in nondominated discrete-time models
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+Robust hedging with proportional transaction costs
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+On low dimensional case in the fundamental asset pricing theorem with transaction costs
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+Measurable relations
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+Markets with transaction costs. Mathematical theory.
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+The Harrison-Pliska arbitrage pricing theorem under transaction costs
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+Non-arbitrage criteria for financial markets with efficient friction
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+Martingale selection problem and asset pricing in finite discrete time
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+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
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