Pages that link to "Item:Q2255014"
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The following pages link to Asymptotic arbitrage with small transaction costs (Q2255014):
Displayed 7 items.
- Strong asymptotic arbitrage in the large fractional binary market (Q253102) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- CRITICAL TRANSACTION COSTS AND 1-STEP ASYMPTOTIC ARBITRAGE IN FRACTIONAL BINARY MARKETS (Q2947342) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884) (← links)
- Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (Q5013831) (← links)
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709) (← links)