Pages that link to "Item:Q1039118"
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The following pages link to Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs (Q1039118):
Displaying 8 items.
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← 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)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← 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)
- AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (Q2939923) (← links)
