Pages that link to "Item:Q5950462"
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The following pages link to Arbitrage and investment opportunities (Q5950462):
Displaying 15 items.
- Efficiency analysis, shortage functions, arbitrage, and martingales (Q421603) (← links)
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Asset pricing in an imperfect world (Q683829) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- Stochastic measures of arbitrage. (Q1871422) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- A discrete stochastic model for investment with an application to the transaction costs case (Q1975171) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- Arbitrage and state price deflators in a general intertemporal framework (Q2571924) (← 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)
- Asset pricing and hedging in financial markets with fixed and proportional transaction costs (Q6585796) (← links)