Pages that link to "Item:Q1601355"
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The following pages link to Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (Q1601355):
Displaying 14 items.
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← 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)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Price functionals with bid-ask spreads: An axiomatic approach (Q1592527) (← 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)
- Remarks on simple arbitrage on markets with bid and ask prices (Q2985927) (← links)
- Consistency of option prices under bid–ask spreads (Q5109970) (← links)
- Calibrated American option pricing by stochastic linear programming (Q5746725) (← links)
- Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (Q6581909) (← links)
