Pages that link to "Item:Q4917304"

The following pages link to NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304):

Displaying 3 items.

• Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
• A note on super-hedging for investor-producers (Q2392019) (← links)
• A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES (Q2847237) (← links)