Pages that link to "Item:Q2255008"
From MaRDI portal
The following pages link to FTAP in finite discrete time with transaction costs by utility maximization (Q2255008):
Displaying 3 items.
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
- The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011) (← links)