Pages that link to "Item:Q2463713"
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The following pages link to No-arbitrage criteria for financial markets with transaction costs and incomplete information (Q2463713):
Displaying 6 items.
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856) (← links)
- Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
