Pages that link to "Item:Q930275"
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The following pages link to Markets with transaction costs. Mathematical theory. (Q930275):
Displaying 50 items.
- Consistent price systems under model uncertainty (Q261917) (← links)
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- No arbitrage of the first kind and local martingale numéraires (Q331366) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- On the existence of shadow prices (Q377456) (← links)
- Essential supremum with respect to a random partial order (Q393278) (← links)
- Essential supremum and essential maximum with respect to random preference relations (Q393279) (← links)
- A short proof of the Doob-Meyer theorem (Q424466) (← links)
- Consistent price systems in multiasset markets (Q448327) (← links)
- Continuous essential selections and integral functionals (Q456983) (← links)
- Robust hedging with proportional transaction costs (Q468414) (← links)
- The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Existence of shadow prices in finite probability spaces (Q532533) (← links)
- Risk-averse asymptotics for reservation prices (Q635966) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666) (← links)
- Shadow price in the power utility case (Q748318) (← links)
- Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
- A note on the von Weizsäcker theorem (Q826667) (← links)
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- Put-call parity and market frictions (Q894049) (← links)
- Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (Q902181) (← links)
- Orthogonal decompositions in Hilbert \(A\)-modules (Q1630604) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
- A set optimization approach to utility maximization under transaction costs (Q1693856) (← links)
- Discrete-time market models from the small investor point of view and the first fundamental-type theorem (Q1698737) (← links)
- Sticky processes, local and true martingales (Q1708983) (← links)
- Optimal portfolio management in a modified constant elasticity of variance model (Q1742187) (← links)
- Convex integral functionals of regular processes (Q1747792) (← links)
- Local martingales in discrete time (Q1748587) (← 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)
- Stochastic programs without duality gaps (Q1925782) (← links)
- Set-valued risk measures for conical market models (Q1938960) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← 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)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
- Sensitivity of optimal consumption streams (Q2000136) (← links)
- Nonlinear expectations of random sets (Q2022754) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs (Q2022760) (← links)
- Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
