Pages that link to "Item:Q902181"
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The following pages link to 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):
Displaying 15 items.
- Benchmarking in two price financial markets (Q315468) (← links)
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- Price functionals with bid-ask spreads: An axiomatic approach (Q1592527) (← links)
- Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (Q1601355) (← links)
- Discrete-time market models from the small investor point of view and the first fundamental-type theorem (Q1698737) (← links)
- Positivity of bid-ask spreads and symmetrical monotone risk aversion (Q1863925) (← links)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
- Remarks on simple arbitrage on markets with bid and ask prices (Q2985927) (← links)
- (Q5044308) (← links)
- Consistency of option prices under bid–ask spreads (Q5109970) (← links)
- A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← 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)
