Pages that link to "Item:Q1394998"

The following pages link to The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998):

Displaying 18 items.

• Model-independent superhedging under portfolio constraints (Q261914) (← links)
• Arbitrage and deflators in illiquid markets (Q483698) (← links)
• Convex duality in optimal investment under illiquidity (Q484140) (← links)
• The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
• On utility maximization in discrete-time financial market models (Q558678) (← links)
• Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
• Asset pricing in an imperfect world (Q683829) (← links)
• Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
• Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
• Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
• Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
• A scaling limit for utility indifference prices in the discretised Bachelier model (Q2120544) (← links)
• Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
• How local in time is the no-arbitrage property under capital gains taxes? (Q2312396) (← links)
• The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
• SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
• Insiders and Their Free Lunches: The Role of Short Positions (Q5097220) (← links)
• THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)