Pages that link to "Item:Q483698"
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The following pages link to Arbitrage and deflators in illiquid markets (Q483698):
Displaying 15 items.
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Asset pricing in an imperfect world (Q683829) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Stochastic programs without duality gaps (Q1925782) (← 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)
- Reduced form modeling of limit order markets (Q2873532) (← links)
- GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
- Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
- NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304) (← links)
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)
