The following pages link to (Q2725602):
Displaying 44 items.
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- On fair pricing of emission-related derivatives (Q627301) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277) (← links)
- Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
- Construction of discrete time shadow price (Q901244) (← links)
- Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (Q902181) (← links)
- Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
- In discrete time a local martingale is a martingale under an equivalent probability measure (Q1003343) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- Profitability in a multiple strategy market (Q1417728) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Dynamic trading under integer constraints (Q1788825) (← links)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- No-arbitrage concepts in topological vector lattices (Q2056240) (← links)
- The fundamental theorem of affine geometry in regular \(L^0\)-modules (Q2059979) (← links)
- Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
- Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
- Pricing under dynamic risk measures (Q2278417) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- A note on super-hedging for investor-producers (Q2392019) (← links)
- Stability in locally \(L^{0}\)-convex modules and a conditional version of James' compactness theorem (Q2396680) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← 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)
- Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns (Q2496494) (← links)
- Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- Characterizing Attainable Claims: A New Proof (Q3067842) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (Q6110753) (← links)
- Duality and stable compactness in Orlicz-type modules (Q6144645) (← links)
- Capital Growth and Survival Strategies in a Market with Endogenous Prices (Q6169624) (← links)
- The relations among the notions of various kinds of stability and their applications (Q6562467) (← links)
- A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)
- The random Markov-Kakutani fixed point theorem in a random locally convex module (Q6614201) (← links)
