The following pages link to (Q4225849):
Displayed 10 items.
- Balance, growth and diversity of financial markets (Q665825) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT (Q3393967) (← links)
- ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253) (← links)
- On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← links)