Pages that link to "Item:Q1897315"
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The following pages link to Martingales and arbitage in securities markets with transaction costs (Q1897315):
Displaying 13 items.
- Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)
- On optimal terminal wealth under transaction costs (Q5939296) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← links)
- Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting (Q6099394) (← links)
- A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS (Q6119778) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)
- Dynamic bid-ask pricing under Dempster-Shafer uncertainty (Q6170042) (← links)
- Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints (Q6569104) (← 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)
- Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules (Q6641085) (← links)
