Pages that link to "Item:Q5696312"
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The following pages link to On low dimensional case in the fundamental asset pricing theorem with transaction costs (Q5696312):
Displaying 15 items.
- 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)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← 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)
- No arbitrage and closure results for trading cones with transaction costs (Q2271722) (← links)
- Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
- How local in time is the no-arbitrage property under capital gains taxes? (Q2312396) (← links)
- No-arbitrage criteria for financial markets with transaction costs and incomplete information (Q2463713) (← links)
- Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- (Q5044308) (← links)
- A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← 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)
