General financial market model defined by a liquidation value process (Q2804555): Difference between revisions

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+Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs
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+Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs
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+No-arbitrage of second kind in countable markets with proportional transaction costs
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+A super-replication theorem in Kabanov's model of transaction costs
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+HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup>
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+Hedging of American options under transaction costs
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+On the multi-utility representation of preference relations
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+The fundamental theorem of asset pricing under transaction costs
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+The fundamental theorem of asset pricing for continuous processes under small transaction costs
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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 under Transaction Costs in Currency Markets: a Continuous-Time Model
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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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+Essential supremum with respect to a random partial order
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+Essential supremum and essential maximum with respect to random preference relations
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+Hedging of Claims with Physical Delivery under Convex Transaction Costs
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+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
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