Pages that link to "Item:Q2274232"
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The following pages link to Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232):
Displaying 9 items.
- On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property (Q1776004) (← links)
- FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- (Q3147970) (← links)
- Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (Q4548072) (← links)
- On the market viability under proportional transaction costs (Q4581290) (← links)
- (Q4788006) (← links)
- NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304) (← links)
- MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (Q6119771) (← links)
