Pages that link to "Item:Q3126234"
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The following pages link to ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (Q3126234):
Displayed 26 items.
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Asset pricing under progressive taxes and existence of general equilibrium (Q813344) (← links)
- Fuzzy options with application to default risk analysis for municipal bonds in China (Q1000050) (← links)
- Dominated families of martingale, supermartingale and quasimartingale laws (Q1272172) (← links)
- The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- Transaction costs and a redundant security: Divergence of individual and social relevance (Q1567196) (← links)
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- Price functionals with bid-ask spreads: An axiomatic approach (Q1592527) (← links)
- Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints. (Q1877518) (← links)
- No arbitrage and closure results for trading cones with transaction costs (Q2271722) (← links)
- Endogenous collateral (Q2387402) (← links)
- The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
- INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH (Q3523570) (← links)
- Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
- Fuzzy measures and asset prices: accounting for information ambiguity (Q4541543) (← links)
- Liquidity and credit risk (Q4541602) (← links)
- Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (Q4548072) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← links)