Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927): Difference between revisions

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+W3122234373
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+.01859
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+No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
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+General Arbitrage Pricing Model: II – Transaction Costs
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+The mathematics of arbitrage
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+Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs
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+Robust hedging with proportional transaction costs
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+NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
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+The fundamental theorem of asset pricing for continuous processes under small transaction costs
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+The fundamental theorem of asset pricing under transaction costs
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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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+Martingales and arbitage in securities markets with transaction costs
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+Arbitrage and viability in securities markets with fixed trading costs
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+Hedging and liquidation under transaction costs in currency markets
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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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+General financial market model defined by a liquidation value process
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+Arbitrage theory for non convex financial market models
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+Arbitrage, linear programming and martingales in securities markets with bid-ask spreads
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+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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+The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads
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+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
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+Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs
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+Publication:2022927