Remarks on simple arbitrage on markets with bid and ask prices (Q2985927): Difference between revisions

@@ Property / author @@
-Łukasz Stettner
@@ Property / author: Łukasz Stettner / rank @@
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+Łukasz Stettner
@@ Property / author: Łukasz Stettner / 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/10.4064/am2310-11-2016
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@@ Property / OpenAlex ID @@
+W2578673452
@@ Property / OpenAlex ID: W2578673452 / rank @@
+Normal rank
@@ Property / cites work @@
+No arbitrage conditions for simple trading strategies
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@@ Property / cites work @@
+Simple arbitrage
@@ Property / cites work: Simple arbitrage / rank @@
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@@ Property / cites work @@
+Arbitrage in fractional Brownian motion models
@@ Property / cites work: Arbitrage in fractional Brownian motion models / rank @@
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@@ Property / cites work @@
+NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
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@@ Property / cites work @@
+The fundamental theorem of asset pricing under transaction costs
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@@ Property / cites work @@
+Consistent price systems and face-lifting pricing under transaction costs
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@@ Property / cites work @@
+The fundamental theorem of asset pricing for continuous processes under small transaction costs
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@@ Property / cites work @@
+Q4274285
@@ Property / cites work: Q4274285 / rank @@
+Normal rank
@@ Property / cites work @@
+No arbitrage without semimartingales
@@ Property / cites work: No arbitrage without semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+On the semimartingale property of discounted asset-price processes
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@@ Property / cites work @@
+Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
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@@ Property / cites work @@
+Arbitrage for simple strategies
@@ Property / cites work: Arbitrage for simple strategies / rank @@
+Normal rank