Pages that link to "Item:Q665729"

The following pages link to Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729):

Displaying 18 items.

• Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525) (← links)
• Convex duality in optimal investment under illiquidity (Q484140) (← links)
• The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
• Introduction to convex optimization in financial markets (Q715237) (← links)
• Stochastic nonlinear Perron-Frobenius theorem (Q963674) (← links)
• Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
• A multidimensional Fatou lemma for conditional expectations (Q2055399) (← links)
• Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
• Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
• Log-optimal and rapid paths in von Neumann-Gale dynamical systems (Q2326016) (← links)
• Pure and randomized equilibria in the stochastic von Neumann-Gale model (Q2384446) (← links)
• Stochastic fixed points and nonlinear Perron–Frobenius theorem (Q3177844) (← links)
• Rapid paths in von Neumann–Gale dynamical systems (Q3498577) (← links)
• Stochastic equilibria in von Neumann--Gale dynamical systems (Q3506721) (← links)
• Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
• Supporting Prices in a Stochastic von Neumann--Gale Model of a Financial Market (Q5216289) (← links)
• Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk (Q5410802) (← links)
• OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)