Pages that link to "Item:Q1300412"
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The following pages link to The fundamental theorem of asset pricing with cone constraints (Q1300412):
Displaying 27 items.
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Asset pricing under progressive taxes and existence of general equilibrium (Q813344) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
- Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980) (← links)
- Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984) (← links)
- Stochastic measures of arbitrage. (Q1871422) (← links)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- How local in time is the no-arbitrage property under capital gains taxes? (Q2312396) (← links)
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011) (← links)
- Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (Q4548072) (← links)
- On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- Insiders and Their Free Lunches: The Role of Short Positions (Q5097220) (← links)
- THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
- Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)
- Risk measures beyond frictionless markets (Q6557369) (← links)
