The following pages link to (Q3400717):
Displaying 11 items.
- Consistent price systems under model uncertainty (Q261917) (← 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)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
- Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
- Random optimization on random sets (Q2304911) (← links)
- Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
- A note on super-hedging for investor-producers (Q2392019) (← links)
- Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs (Q2797754) (← links)
- A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← links)