Pages that link to "Item:Q2740095"
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The following pages link to Absence of arbitrage in markets with infinitely many assets (Q2740095):
Displaying 9 items.
- A necessary and sufficient condition for absence of arbitrage with tame portfolios (Q1916476) (← links)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- A financial market with singular drift and no arbitrage (Q2037760) (← links)
- Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs (Q2797754) (← links)
- Remarks on simple arbitrage on markets with bid and ask prices (Q2985927) (← links)
- Séminaire de Probabilités XXXVIII (Q4662404) (← links)
- Arbitrage and Existence of Equilibrium in Infinite Asset Markets (Q4834021) (← links)
- (Q5325328) (← links)
- Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size (Q5391432) (← links)