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 23 items.

• On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)
• DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
• NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304) (← links)
• (Q4924345) (← links)
• (Q5044308) (← links)
• Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
• Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
• Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
• A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← links)
• Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)
• On characterizing the set of martingale measures in discrete time (Q5255759) (← links)
• Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
• Good deals in markets with friction (Q5397420) (← links)
• Time consistency of dynamic risk measures in markets with transaction costs (Q5397475) (← links)
• On the Existence Of Consistent Price Systems (Q5416841) (← links)
• NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)
• On low dimensional case in the fundamental asset pricing theorem with transaction costs (Q5696312) (← links)
• OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
• Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation (Q6495228) (← links)
• Detecting data-driven robust statistical arbitrage strategies with deep neural networks (Q6557367) (← links)
• Risk measures beyond frictionless markets (Q6557369) (← links)
• Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (Q6581909) (← links)
• Asset pricing and hedging in financial markets with fixed and proportional transaction costs (Q6585796) (← links)