Pages that link to "Item:Q2255014"
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The following pages link to Asymptotic arbitrage with small transaction costs (Q2255014):
Displaying 14 items.
- Strong asymptotic arbitrage in the large fractional binary market (Q253102) (← links)
- Arbitrage-free models in markets with transaction costs (Q428693) (← links)
- Time-consistent asymptotic exponential arbitrage with small probable maximum loss (Q2002169) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Small transaction cost asymptotics and dynamic hedging (Q2464226) (← links)
- CRITICAL TRANSACTION COSTS AND 1-STEP ASYMPTOTIC ARBITRAGE IN FRACTIONAL BINARY MARKETS (Q2947342) (← links)
- Arbitrage for simple strategies (Q3144057) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884) (← links)
- Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (Q5013831) (← links)
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
- Pricing of contingent claims in large markets (Q6659481) (← links)
