Pages that link to "Item:Q4464011"
From MaRDI portal
The following pages link to The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011):
Displayed 25 items.
- Existence of shadow prices in finite probability spaces (Q532533) (← links)
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277) (← links)
- Link-save trading (Q855369) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
- No arbitrage and closure results for trading cones with transaction costs (Q2271722) (← links)
- Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
- No-arbitrage criteria for financial markets with transaction costs and incomplete information (Q2463713) (← links)
- Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
- A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737) (← links)
- The fundamental theorem of asset pricing under default and collateral in finite discrete time (Q2492986) (← links)
- Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns (Q2496494) (← links)
- No arbitrage conditions and liquidity (Q2642001) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)
- NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)