Pages that link to "Item:Q4464011"

The following pages link to The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011):

Displaying 50 items.

• Consistent price systems under model uncertainty (Q261917) (← links)
• American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
• Benchmarking in two price financial markets (Q315468) (← links)
• Dynamic conic hedging for competitiveness (Q317543) (← links)
• Duality and convergence for binomial markets with friction (Q354186) (← links)
• Set-valued average value at risk and its computation (Q356482) (← links)
• Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
• On the existence of shadow prices (Q377456) (← links)
• Consistent price systems in multiasset markets (Q448327) (← links)
• Robust hedging with proportional transaction costs (Q468414) (← links)
• Arbitrage and deflators in illiquid markets (Q483698) (← links)
• Multivariate utility maximization with proportional transaction costs (Q483930) (← links)
• Convex duality in optimal investment under illiquidity (Q484140) (← links)
• Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
• Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
• Existence of shadow prices in finite probability spaces (Q532533) (← links)
• The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
• Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
• The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
• Asset pricing in an imperfect world (Q683829) (← links)
• Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
• The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
• Introduction to convex optimization in financial markets (Q715237) (← links)
• Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666) (← links)
• No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277) (← links)
• Link-save trading (Q855369) (← links)
• American contingent claims under small proportional transaction costs (Q861832) (← links)
• Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
• A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
• Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (Q902181) (← links)
• American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
• Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
• Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
• An ambit stochastic approach to pricing electricity forward contracts: the case of the German energy market (Q1657898) (← links)
• A set optimization approach to utility maximization under transaction costs (Q1693856) (← links)
• Discrete-time market models from the small investor point of view and the first fundamental-type theorem (Q1698737) (← links)
• Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
• Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
• Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
• Set-valued risk measures for conical market models (Q1938960) (← links)
• Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
• No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
• Measuring risk with multiple eligible assets (Q2018547) (← links)
• Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
• Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
• Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
• Time consistency for scalar multivariate risk measures (Q2076040) (← links)
• Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
• Realistic models of financial market and structural stability (Q2230057) (← links)
• Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)