Pages that link to "Item:Q693033"

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

Displayed 19 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)
• 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)
• Asymptotic arbitrage with small transaction costs (Q2255014) ‎ (← 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)
• Continuous time trading of a small investor in a limit order market (Q2444632) ‎ (← 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)
• Option overlay strategies (Q4683071) ‎ (← links)
• VECTOR-VALUED COHERENT RISK MEASURE PROCESSES (Q4979884) ‎ (← links)
• IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) ‎ (← links)