Pages that link to "Item:Q1761435"

The following pages link to Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435):

Displaying 13 items.

• Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666) (← links)
• No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
• Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
• Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
• Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
• Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
• A note on super-hedging for investor-producers (Q2392019) (← links)
• Arbitrage theory for non convex financial market models (Q2403708) (← links)
• Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs (Q2797754) (← links)
• NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
• (Q5044308) (← links)
• A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← links)
• IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) (← links)