Admissible Trading Strategies Under Transaction Costs (Q4568490): Difference between revisions

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+Hedging of contingent claims and maximum price
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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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+A general version of the fundamental theorem of asset pricing
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+The mathematics of arbitrage
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+Q3957683
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+Q4892362
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+The fundamental theorem of asset pricing for continuous processes under small transaction costs
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and arbitage in securities markets with transaction costs
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+Markets with transaction costs. Mathematical theory.
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+Q4550915
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+Q4368791
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+MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
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+The super-replication theorem under proportional transaction costs revisited
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+Q4453270
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+Q4225849
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