The following pages link to Simple arbitrage (Q691114):
Displaying 12 items.
- Absence of arbitrage in a general framework (Q470679) (← links)
- Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- No arbitrage and lead-lag relationships (Q2273697) (← links)
- Remarks on simple arbitrage on markets with bid and ask prices (Q2985927) (← links)
- Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (Q5013831) (← links)
- PREDICTION OF STOCK RETURNS MAY BE FALLACIOUS: A STOCHASTIC CONFIRMATION OF MALKIEL’S ASSERTION ON DARTBOARD INVESTMENTS (Q5069517) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- (Q5325328) (← links)
- How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost (Q6048447) (← links)
- Volatility measurement with pockets of extreme return persistence (Q6090561) (← links)
- A càdlàg rough path foundation for robust finance (Q6181520) (← links)
