Pages that link to "Item:Q1592527"
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The following pages link to Price functionals with bid-ask spreads: An axiomatic approach (Q1592527):
Displaying 26 items.
- Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Link-save trading (Q855369) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- Conditional dominance criteria: Definition and application to risk-management (Q1974031) (← links)
- Law-invariant functionals that collapse to the mean (Q2034153) (← links)
- Submodular financial markets with frictions (Q2143910) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Updating pricing rules (Q2323301) (← links)
- An analysis of the supply curve for liquidity risk through book data (Q2786341) (← links)
- Utility maximization in markets with bid–ask spreads (Q3017887) (← links)
- Game Options in an Imperfect Market with Default (Q4607043) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)
- Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← links)
- A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS (Q6119778) (← links)
- Dynamic bid-ask pricing under Dempster-Shafer uncertainty (Q6170042) (← links)
- Asset pricing and hedging in financial markets with fixed and proportional transaction costs (Q6585796) (← links)
