Pages that link to "Item:Q4464011"

The following pages link to The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011):

Displaying 50 items.

• FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
• Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
• No arbitrage and closure results for trading cones with transaction costs (Q2271722) (← links)
• No arbitrage and lead-lag relationships (Q2273697) (← links)
• Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
• How local in time is the no-arbitrage property under capital gains taxes? (Q2312396) (← links)
• Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
• Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
• On the dual of the solvency cone (Q2345609) (← links)
• A note on utility-based pricing in models with transaction costs (Q2351403) (← links)
• Pricing and hedging in a single period market with random interval valued assets (Q2353953) (← links)
• Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
• Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
• A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
• On representations of the set of supermartingale measures and applications in discrete time (Q2401121) (← links)
• Arbitrage theory for non convex financial market models (Q2403708) (← links)
• Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
• Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
• Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
• The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
• Continuous time trading of a small investor in a limit order market (Q2444632) (← links)
• On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
• No-arbitrage criteria for financial markets with transaction costs and incomplete information (Q2463713) (← links)
• Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
• A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737) (← links)
• The fundamental theorem of asset pricing under default and collateral in finite discrete time (Q2492986) (← links)
• Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns (Q2496494) (← links)
• No arbitrage conditions and liquidity (Q2642001) (← links)
• Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← links)
• Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs (Q2797754) (← links)
• General financial market model defined by a liquidation value process (Q2804555) (← links)
• A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
• Set Optimization—A Rather Short Introduction (Q2805754) (← links)
• Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs (Q2805756) (← links)
• Multivariate risk measures: a constructive approach based on selections (Q2831005) (← links)
• AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (Q2939923) (← links)
• Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
• Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing (Q3000874) (← links)
• SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
• Asymptotics and duality for the Davis and Norman problem (Q3145080) (← links)
• Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542) (← links)
• NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
• SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
• Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (Q4548072) (← links)
• Robust Utility Maximization in Discrete-Time Markets with Friction (Q4563374) (← links)
• Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
• A supermartingale relation for multivariate risk measures (Q4619535) (← links)
• A characterization of the set of local martingale measures (Q4687208) (← links)
• (Q4788006) (← links)
• Fundamental Theorems of Asset Pricing for Good Deal Bounds (Q4827308) (← links)