Pages that link to "Item:Q5939294"

The following pages link to The Harrison-Pliska arbitrage pricing theorem under transaction costs (Q5939294):

Displaying 9 items.

• Consistent price systems under model uncertainty (Q261917) (← links)
• American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
• Benchmarking in two price financial markets (Q315468) (← links)
• The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
• Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
• Asset pricing in an imperfect world (Q683829) (← links)
• The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
• On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)
• NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)