Pages that link to "Item:Q930275"
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The following pages link to Markets with transaction costs. Mathematical theory. (Q930275):
Displaying 50 items.
- Conditional interior and conditional closure of random sets (Q2025283) (← links)
- How fast does it diverge? Discrete hedging error with transaction costs (Q2046239) (← links)
- No-arbitrage concepts in topological vector lattices (Q2056240) (← links)
- Permutation invariant strong law of large numbers for exchangeable sequences (Q2065408) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Asset price bubbles in markets with transaction costs (Q2085833) (← links)
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
- Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
- Consumption-investment optimization problem in a Lévy financial model with transaction costs and Làdlàg strategies (Q2190061) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- Group classification for a class of non-linear models of the RAPM type (Q2211989) (← links)
- Behavioral equilibrium and evolutionary dynamics in asset markets (Q2222217) (← links)
- No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
- Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
- Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
- No arbitrage and lead-lag relationships (Q2273697) (← links)
- Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
- Pricing under dynamic risk measures (Q2278417) (← links)
- Multivariate risk measures in the non-convex setting (Q2291757) (← links)
- Random optimization on random sets (Q2304911) (← links)
- The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)
- How local in time is the no-arbitrage property under capital gains taxes? (Q2312396) (← links)
- Conditional cores and conditional convex hulls of random sets (Q2320018) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
- On the dual of the solvency cone (Q2345609) (← links)
- A note on utility-based pricing in models with transaction costs (Q2351403) (← links)
- Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
- Optional and predictable projections of normal integrands and convex-valued processes (Q2359142) (← links)
- Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
- A note on super-hedging for investor-producers (Q2392019) (← links)
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
- Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
- Arbitrage theory for non convex financial market models (Q2403708) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- Hedging in fractional Black-Scholes model with transaction costs (Q2407526) (← links)
- Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← links)
- No free lunch for markets with multiple numéraires (Q2686002) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- Permutation-invariance in Komlós type theorem for non-negative random variables (Q2698300) (← links)
- Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs (Q2797754) (← links)
- Locally Ф-integrable σ-martingale densitiesfor general semimartingales (Q2803516) (← links)
- General financial market model defined by a liquidation value process (Q2804555) (← links)
- On Supremal and Maximal Sets with Respect to Random Partial Orders (Q2805760) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)