Pages that link to "Item:Q2403708"
From MaRDI portal
The following pages link to Arbitrage theory for non convex financial market models (Q2403708):
Displaying 25 items.
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Geometric arbitrage theory and market dynamics (Q888763) (← links)
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- Mathematical models for arbitrage planning (Q1286299) (← links)
- Non-arbitrage criteria for financial markets with efficient friction (Q1409835) (← links)
- Super-replication with fixed transaction costs (Q1737955) (← links)
- Alternative models for markets with nonconvexities (Q1753589) (← links)
- Stochastic measures of arbitrage. (Q1871422) (← links)
- The arbitrage pricing theorem with non-expected utility preferences (Q1893213) (← links)
- Arbitrage approximation theory (Q1972343) (← links)
- Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
- Investment effects of pricing schemes for non-convex markets (Q2029060) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- General financial market model defined by a liquidation value process (Q2804555) (← links)
- A remark on the set of arbitrage‐free prices in a multi‐period model (Q4583967) (← links)
- (Q4797698) (← links)
- (Q5044308) (← links)
- Arbitrage Theory in Continuous Time (Q5216742) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) (← links)
- A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES (Q5464340) (← links)
- Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (Q6581909) (← links)
- Asset pricing and hedging in financial markets with fixed and proportional transaction costs (Q6585796) (← links)
- Conditional indicators (Q6606305) (← links)