Pages that link to "Item:Q3126234"
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The following pages link to ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (Q3126234):
Displaying 50 items.
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← 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)
- Fiat money and the value of binding portfolio constraints (Q623447) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← 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)
- Market consistent valuations with financial imperfection (Q1640175) (← 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)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← 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)
- Good deals and compatible modification of risk and pricing rule: a regulatory treatment (Q1932549) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← 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)
- Recursive utility optimization with concave coefficients (Q2001553) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- No arbitrage and closure results for trading cones with transaction costs (Q2271722) (← links)
- Endogenous collateral (Q2387402) (← links)
- Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (Q2407233) (← links)
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
- Minimal supersolutions of convex BSDEs under constraints (Q2954231) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- Informational Efficiency under Short Sale Constraints (Q3195107) (← links)
- Bergman, Piterbarg, and Beyond: Pricing Derivatives Under Collateralization and Differential Rates (Q3464672) (← 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)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Insiders and Their Free Lunches: The Role of Short Positions (Q5097220) (← links)
- A revised option pricing formula with the underlying being banned from short selling (Q5139206) (← links)