Pages that link to "Item:Q261917"
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The following pages link to Consistent price systems under model uncertainty (Q261917):
Displaying 17 items.
- Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
- Consistent price systems in multiasset markets (Q448327) (← links)
- Usefulness of resale price maintenance under different levels of sales-effort cost and system-parameter uncertainties (Q1046130) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs (Q2797754) (← links)
- Sticky Continuous Processes have Consistent Price Systems (Q2949856) (← links)
- Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
- (Q4574711) (← links)
- ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (Q5371133) (← links)
- Consistent price systems for subfiltrations (Q5429589) (← links)
- Model Uncertainty: A Reverse Approach (Q5868802) (← links)
- Committed versus contingent pricing under cost uncertainty (Q6077480) (← links)
- MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (Q6119771) (← links)
