Pages that link to "Item:Q881423"

The following pages link to A super-replication theorem in Kabanov's model of transaction costs (Q881423):

Displaying 47 items.

• Superreplication when trading at market indifference prices (Q261922) (← links)
• Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
• Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
• On the existence of shadow prices (Q377456) (← links)
• The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
• Multivariate utility maximization with proportional transaction costs (Q483930) (← links)
• The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
• The fundamental theorem of asset pricing under transaction costs (Q693033) (← 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)
• Small transaction costs, absence of arbitrage and consistent price systems (Q1761449) (← links)
• Representation results for law invariant time consistent functions (Q1932525) (← links)
• Asymptotic arbitrage in large financial markets with friction (Q1938994) (← links)
• No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
• Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
• Asset price bubbles in markets with transaction costs (Q2085833) (← links)
• Reflected BSDEs in non-convex domains (Q2159261) (← links)
• Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
• Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← 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)
• Hedging of American options under transaction costs (Q2271728) (← links)
• Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
• Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
• A note on super-hedging for investor-producers (Q2392019) (← links)
• Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
• Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
• Continuous time trading of a small investor in a limit order market (Q2444632) (← links)
• On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← 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)
• Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
• Asymptotics and duality for the Davis and Norman problem (Q3145080) (← links)
• NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
• Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
• Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
• On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
• SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS (Q4584703) (← links)
• NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304) (← links)
• (Q5044308) (← links)
• A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)
• IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) (← links)
• SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399) (← links)
• A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577) (← links)
• Neural network approximation for superhedging prices (Q6054449) (← links)