The following pages link to (Q4453271):
Displaying 4 items.
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Hedging of American options under transaction costs (Q2271728) (← links)