Pages that link to "Item:Q930275"
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The following pages link to Markets with transaction costs. Mathematical theory. (Q930275):
Displaying 12 items.
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
- Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk (Q5410802) (← links)
- Hedging of game options in discrete markets with transaction costs (Q5410803) (← links)
- A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
- No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (Q6110753) (← links)
- Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)
- MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (Q6119771) (← links)
- A strong law of large numbers for positive random variables (Q6143009) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)
- Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)