Pages that link to "Item:Q2757316"
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The following pages link to No Arbitrage in Discrete Time Under Portfolio Constraints (Q2757316):
Displayed 6 items.
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- Dynamic mean-variance portfolio selection with borrowing constraint (Q2379565) (← links)
- On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)