Pages that link to "Item:Q4548072"
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The following pages link to Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (Q4548072):
Displaying 12 items.
- 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)
- Asset pricing under progressive taxes and existence of general equilibrium (Q813344) (← links)
- Computation of arbitrage in frictional bond markets (Q860869) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980) (← links)
- Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
- COMPUTATIONAL COMPLEXITY OF ARBITRAGE IN FRICTIONAL SECURITY MARKET (Q3021979) (← links)
- Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size (Q5391432) (← links)
- The Harrison-Pliska arbitrage pricing theorem under transaction costs (Q5939294) (← links)
- Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (Q6581909) (← links)
