Pages that link to "Item:Q930275"
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The following pages link to Markets with transaction costs. Mathematical theory. (Q930275):
Displayed 50 items.
- 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)
- PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q2836219) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (Q3108366) (← links)
- An Explicit Solution for Optimal Investment in Heston Model (Q3178733) (← links)
- Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
- Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
- On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
- Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
- NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304) (← links)
- AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS (Q4979885) (← links)
- (Q5044308) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← links)
- Behavioral Investors in Conic Market Models (Q5120715) (← links)
- A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting (Q5131239) (← links)
- (Q5153837) (← links)
- SINGULAR PERTURBATION EXPANSION FOR UTILITY MAXIMIZATION WITH ORDER-𝜖 QUADRATIC TRANSACTION COSTS (Q5207494) (← links)
- Deep hedging (Q5234357) (← links)
- Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)