Pages that link to "Item:Q1872364"

The following pages link to Optimal investment with transaction costs and without semimartingales (Q1872364):

Displaying 36 items.

• Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
• On the existence of shadow prices (Q377456) (← links)
• Convex duality in optimal investment under illiquidity (Q484140) (← links)
• The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
• No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277) (← links)
• Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
• Markets with transaction costs. Mathematical theory. (Q930275) (← links)
• Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
• Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
• Risk minimization under transaction costs (Q1848533) (← links)
• On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market (Q1972345) (← links)
• Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
• Properly discounted asset prices are semimartingales (Q2024115) (← links)
• Extended weak convergence and utility maximisation with proportional transaction costs (Q2211348) (← links)
• Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
• Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
• No arbitrage and lead-lag relationships (Q2273697) (← links)
• Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
• Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
• No-arbitrage criteria for financial markets with transaction costs and incomplete information (Q2463713) (← links)
• Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
• The attainability of the portfolio optimization under transaction costs (Q2721936) (← links)
• Optimal investment in incomplete financial markets (Q2782366) (← links)
• Limit theorems for partial hedging under transaction costs (Q2875729) (← links)
• Multivariate utility maximization with proportional transaction costs and random endowment (Q2910904) (← links)
• On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
• Optimal Investment with Transient Price Impact (Q4971979) (← links)
• (Q5019097) (← links)
• On utility maximization without passing by the dual problem (Q5086453) (← links)
• IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) (← links)
• NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)
• OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
• Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
• Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
• Time-dependent double obstacle problem arising from European option pricing with transaction costs (Q6109504) (← links)
• Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)