Pricing issues with investment flows. Applications to market models with frictions

91B24: Microeconomic theory (price theory and economic markets)

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Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model, The Dalang-Morton-Willinger theorem under cone constraints., Convex duality in optimal investment and contingent claim valuation in illiquid markets, SUPERHEDGING IN ILLIQUID MARKETS

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