Pages that link to "Item:Q1776004"

The following pages link to On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property (Q1776004):

Displaying 29 items.

• Arbitrage and deflators in illiquid markets (Q483698) (← links)
• Multivariate utility maximization with proportional transaction costs (Q483930) (← links)
• Critical angles in random polyhedral cones (Q601294) (← links)
• No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277) (← links)
• American contingent claims under small proportional transaction costs (Q861832) (← links)
• A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
• American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← 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)
• No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
• Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
• FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
• No arbitrage and closure results for trading cones with transaction costs (Q2271722) (← links)
• Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
• On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
• A note on super-hedging for investor-producers (Q2392019) (← links)
• Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
• On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
• No-arbitrage criteria for financial markets with transaction costs and incomplete information (Q2463713) (← links)
• A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737) (← links)
• Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns (Q2496494) (← links)
• No arbitrage conditions and liquidity (Q2642001) (← links)
• On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
• SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
• Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
• The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011) (← links)
• NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304) (← links)
• NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)
• On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)