Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232): Difference between revisions

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-.1007/s00780-019-00403-5
@@ Property / DOI: 10.1007/s00780-019-00403-5 / rank @@
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@@ Property / arXiv ID: 1811.11621 / rank @@
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@@ Property / cites work @@
+Q5386174
@@ Property / cites work: Q5386174 / rank @@
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@@ Property / cites work @@
+No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+No-arbitrage criteria for financial markets with transaction costs and incomplete information
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+A general version of the fundamental theorem of asset pricing
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+The mathematics of arbitrage
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+On low dimensional case in the fundamental asset pricing theorem with transaction costs
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+Martingales and stochastic integrals in the theory of continuous trading
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+No arbitrage and closure results for trading cones with transaction costs
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+Non-arbitrage criteria for financial markets with efficient friction
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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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+Markets with transaction costs. Mathematical theory.
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+Q2725602
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+The Harrison-Pliska arbitrage pricing theorem under transaction costs
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+How local in time is the no-arbitrage property under capital gains taxes?
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+A Complement to the Grigoriev Theorem for the Kabanov Model
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+Variational Analysis
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+Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time
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+A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
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@@ Property / cites work @@
+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
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@@ Property / Wikidata QID @@
+Q127290339
@@ Property / Wikidata QID: Q127290339 / rank @@
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@@ Property / DOI @@
+.1007/S00780-019-00403-5
@@ Property / DOI: 10.1007/S00780-019-00403-5 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2274232