Pages that link to "Item:Q854277"
From MaRDI portal
The following pages link to No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277):
Displaying 7 items.
- Asset pricing in an imperfect world (Q683829) (← links)
- Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
- Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
- No-arbitrage criteria for financial markets with transaction costs and incomplete information (Q2463713) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)