Pages that link to "Item:Q5939294"
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The following pages link to The Harrison-Pliska arbitrage pricing theorem under transaction costs (Q5939294):
Displayed 25 items.
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- Asset pricing under progressive taxes and existence of general equilibrium (Q813344) (← links)
- No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277) (← links)
- Link-save trading (Q855369) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← 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)
- Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980) (← links)
- Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
- Dual formulation of the utility maximization problem under transaction costs (Q1872433) (← links)
- No-arbitrage criteria for financial markets with transaction costs and incomplete information (Q2463713) (← links)
- The fundamental theorem of asset pricing under default and collateral in finite discrete time (Q2492986) (← links)
- No arbitrage conditions and liquidity (Q2642001) (← links)
- Utility maximization in markets with bid–ask spreads (Q3017887) (← links)
- Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (Q4548069) (← links)
- On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
- NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)