Arbitrage and deflators in illiquid markets (Q483698): Difference between revisions

@@ Property / DOI @@
-.1007/s00780-009-0118-8
@@ Property / DOI: 10.1007/s00780-009-0118-8 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3103585941
@@ Property / OpenAlex ID: W3103585941 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2526
@@ Property / arXiv ID: 0807.2526 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3534743
@@ Property / cites work: Q3534743 / rank @@
+Normal rank
@@ Property / cites work @@
+No arbitrage conditions and liquidity
@@ Property / cites work: No arbitrage conditions and liquidity / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical methods of game and economic theory
@@ Property / cites work: Mathematical methods of game and economic theory / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
+Normal rank
@@ Property / cites work @@
+On Esscher Transforms in Discrete Finance Models
@@ Property / cites work: On Esscher Transforms in Discrete Finance Models / rank @@
+Normal rank
@@ Property / cites work @@
+Liquidity risk and arbitrage pricing theory
@@ Property / cites work: Liquidity risk and arbitrage pricing theory / rank @@
+Normal rank
@@ Property / cites work @@
+MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
@@ Property / cites work: MODELING LIQUIDITY EFFECTS IN DISCRETE TIME / rank @@
+Normal rank
@@ Property / cites work @@
+Convex duality in constrained portfolio optimization
+Normal rank
@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Cash Stream Valuation In the Face of Transaction Costs and Taxes
+Normal rank
@@ Property / cites work @@
+TAX BASIS AND NONLINEARITY IN CASH STREAM VALUATION
+Normal rank
@@ Property / cites work @@
+On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Martingales and arbitage in securities markets with transaction costs
+Normal rank
@@ Property / cites work @@
+Arbitrage and investment opportunities
@@ Property / cites work: Arbitrage and investment opportunities / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage and state price deflators in a general intertemporal framework
+Normal rank
@@ Property / cites work @@
+Hedging and liquidation under transaction costs in currency markets
+Normal rank
@@ Property / cites work @@
+On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property
+Normal rank
@@ Property / cites work @@
+Q2725602
@@ Property / cites work: Q2725602 / rank @@
+Normal rank
@@ Property / cites work @@
+Link-save trading
@@ Property / cites work: Link-save trading / rank @@
+Normal rank
@@ Property / cites work @@
+A sample-path approach to optimal position liquidation
+Normal rank
@@ Property / cites work @@
+The Dalang-Morton-Willinger theorem under cone constraints.
+Normal rank
@@ Property / cites work @@
+SUPERHEDGING IN ILLIQUID MARKETS
@@ Property / cites work: SUPERHEDGING IN ILLIQUID MARKETS / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging of Claims with Physical Delivery under Convex Transaction Costs
+Normal rank
@@ Property / cites work @@
+The fundamental theorem of asset pricing with cone constraints
+Normal rank
@@ Property / cites work @@
+On Feedback Effects from Hedging Derivatives
@@ Property / cites work: On Feedback Effects from Hedging Derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Duality and stability in extremum problems involving convex functions
+Normal rank
@@ Property / cites work @@
+Integrals which are convex functionals
@@ Property / cites work: Integrals which are convex functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING
+Normal rank
@@ Property / cites work @@
+Q4788006
@@ Property / cites work: Q4788006 / rank @@
+Normal rank
@@ Property / cites work @@
+An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints
+Normal rank
@@ Property / cites work @@
+The Kreps--Yan theorem for \(L^\infty\)
@@ Property / cites work: The Kreps--Yan theorem for \(L^\infty\) / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale selection problem and asset pricing in finite discrete time
+Normal rank
@@ Property / cites work @@
+A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
+Normal rank
@@ Property / cites work @@
+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
+Normal rank
@@ Property / DOI @@
+.1007/S00780-009-0118-8
@@ Property / DOI: 10.1007/S00780-009-0118-8 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:483698