Pages that link to "Item:Q4917304"
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The following pages link to NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304):
Displaying 4 items.
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
- A note on super-hedging for investor-producers (Q2392019) (← links)
- A structural risk-neutral model for pricing and hedging power derivatives (Q2847237) (← links)