Pages that link to "Item:Q4345878"
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The following pages link to Cash Stream Valuation In the Face of Transaction Costs and Taxes (Q4345878):
Displaying 12 items.
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Valuation before and after tax in the discrete time, finite state no arbitrage model (Q666290) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- A counter-example to an option pricing formula under transaction costs (Q881422) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
