Pages that link to "Item:Q930275"

The following pages link to Markets with transaction costs. Mathematical theory. (Q930275):

Displaying 47 items.

• On Supremal and Maximal Sets with Respect to Random Partial Orders (Q2805760) (← links)
• Multivariate risk measures: a constructive approach based on selections (Q2831005) (← links)
• Pricing and hedging game options in currency models with proportional transaction costs (Q2836219) (← links)
• SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
• Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (Q3108366) (← links)
• An Explicit Solution for Optimal Investment in Heston Model (Q3178733) (← links)
• Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542) (← links)
• Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
• SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
• Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
• Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
• Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
• Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
• Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
• On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
• Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
• A supermartingale relation for multivariate risk measures (Q4619535) (← links)
• CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
• Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
• NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304) (← links)
• AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS (Q4979885) (← links)
• (Q5044308) (← links)
• COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
• Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
• Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
• Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
• A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← links)
• Behavioral Investors in Conic Market Models (Q5120715) (← links)
• A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting (Q5131239) (← links)
• (Q5153837) (← links)
• SINGULAR PERTURBATION EXPANSION FOR UTILITY MAXIMIZATION WITH ORDER-𝜖 QUADRATIC TRANSACTION COSTS (Q5207494) (← links)
• Deep hedging (Q5234357) (← links)
• Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)
• SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
• Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk (Q5410802) (← links)
• Hedging of game options in discrete markets with transaction costs (Q5410803) (← links)
• A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577) (← links)
• Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
• Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
• No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (Q6110753) (← links)
• Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)
• MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (Q6119771) (← links)
• Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)
• Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)
• Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)
• Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (Q6581909) (← links)