Pages that link to "Item:Q5423767"

The following pages link to General Arbitrage Pricing Model: II – Transaction Costs (Q5423767):

Displaying 13 items.

• Consistent price systems in multiasset markets (Q448327) (← links)
• The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
• The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
• Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (Q902181) (← links)
• Brownian moving averages have conditional full support (Q957520) (← 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)
• Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
• Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
• (Q5044308) (← links)
• A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← links)
• IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) (← links)
• Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (Q6581909) (← links)