The following pages link to (Q4550915):
Displayed 17 items.
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
- The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
- Multivariate utility maximization with proportional transaction costs (Q483930) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Asymptotic arbitrage in large financial markets with friction (Q1938994) (← links)
- Asset price bubbles in markets with transaction costs (Q2085833) (← links)
- Hedging of American options under transaction costs (Q2271728) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
- A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\). (Q2574595) (← links)
- Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← links)
- Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
- (Q5042767) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)