Pages that link to "Item:Q553523"

The following pages link to The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523):

Displaying 11 items.

• Asset pricing in an imperfect world (Q683829) (← 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)
• Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
• A comparison of two no-arbitrage conditions (Q2259241) (← links)
• The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
• The fundamental theorem of asset pricing under default and collateral in finite discrete time (Q2492986) (← links)
• GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
• Fundamental Theorems of Asset Pricing for Good Deal Bounds (Q4827308) (← links)
• Dynamic bid-ask pricing under Dempster-Shafer uncertainty (Q6170042) (← links)
• Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (Q6581909) (← links)
• Asset pricing and hedging in financial markets with fixed and proportional transaction costs (Q6585796) (← links)