Pages that link to "Item:Q2757304"
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The following pages link to Viability and equilibrium in securities markets with frictions (Q2757304):
Displaying 19 items.
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- Price functionals with bid-ask spreads: An axiomatic approach (Q1592527) (← links)
- Market consistent valuations with financial imperfection (Q1640175) (← links)
- Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980) (← links)
- Viable prices in financial markets with solvency constraints (Q1890932) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- Uncertainty modelling and conditioning with convex imprecise previsions (Q2386121) (← links)
- Optimal asset--liability management with constraints: A dynamic programming approach (Q2489174) (← links)
- Continuity of marketable payoffs with re-trading (Q2683477) (← links)
- The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← links)
- Generic regularity of competitive equilibria with restricted participation (Q5953016) (← links)
- Risk measures beyond frictionless markets (Q6557369) (← links)
- Asset pricing and hedging in financial markets with fixed and proportional transaction costs (Q6585796) (← links)
