Pages that link to "Item:Q5939295"
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The following pages link to Arbitrage and viability in securities markets with fixed trading costs (Q5939295):
Displaying 24 items.
- Asset pricing under progressive taxes and existence of general equilibrium (Q813344) (← links)
- Link-save trading (Q855369) (← links)
- Computation of arbitrage in frictional bond markets (Q860869) (← links)
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- Local martingales, arbitrage, and viability. Free snacks and cheap thrills (Q1580787) (← links)
- Super-replication with fixed transaction costs (Q1737955) (← links)
- Implementing Arrow-Debreu equilibria by trading infinitely-lived securities (Q1762757) (← links)
- Liquidity risk and arbitrage pricing theory (Q1776006) (← links)
- Viable prices in financial markets with solvency constraints (Q1890932) (← links)
- Martingales and arbitage in securities markets with transaction costs (Q1897315) (← 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)
- Arbitrage theory for non convex financial market models (Q2403708) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- Viability and equilibrium in securities markets with frictions (Q2757304) (← links)
- General financial market model defined by a liquidation value process (Q2804555) (← links)
- ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (Q3126234) (← links)
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities (Q3696809) (← links)
- On the market viability under proportional transaction costs (Q4581290) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← 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)