Pages that link to "Item:Q693033"

The following pages link to The fundamental theorem of asset pricing under transaction costs (Q693033):

Displaying 27 items.

• Benchmarking in two price financial markets (Q315468) (← links)
• Multivariate utility maximization with proportional transaction costs (Q483930) (← links)
• Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666) (← links)
• Arbitrage with fractional Gaussian processes (Q1620481) (← links)
• Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
• Asymptotic arbitrage in large financial markets with friction (Q1938994) (← links)
• Asset pricing theory for two price economies (Q2018556) (← links)
• Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
• Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
• Consumption-investment optimization problem in a Lévy financial model with transaction costs and Làdlàg strategies (Q2190061) (← links)
• Extended weak convergence and utility maximisation with proportional transaction costs (Q2211348) (← links)
• Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (Q2240480) (← links)
• Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
• No arbitrage and lead-lag relationships (Q2273697) (← links)
• Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
• Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
• Arbitrage theory for non convex financial market models (Q2403708) (← links)
• Conic asset pricing and the costs of price fluctuations (Q2422123) (← links)
• Continuous time trading of a small investor in a limit order market (Q2444632) (← links)
• Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← links)
• Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs (Q2797754) (← links)
• General financial market model defined by a liquidation value process (Q2804555) (← links)
• For what trading strategies is the tax payment stream of infinite variation? (Q2974046) (← links)
• Remarks on simple arbitrage on markets with bid and ask prices (Q2985927) (← links)
• NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
• Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
• Expected vs. real transaction costs in European option pricing (Q6105350) (← links)