Pages that link to "Item:Q475314"
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The following pages link to The super-replication theorem under proportional transaction costs revisited (Q475314):
Displaying 21 items.
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
- A closed-form solution to the problem of super-replication under transaction costs (Q1297907) (← links)
- Super-replication under proportional transaction costs: From discrete to continuous-time models (Q1809500) (← links)
- On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs (Q2022760) (← links)
- Asset price bubbles in markets with transaction costs (Q2085833) (← links)
- Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
- A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994) (← links)
- Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
- The face-lifting theorem for proportional transaction costs in multiasset models (Q3061272) (← links)
- THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS (Q3520393) (← links)
- Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
- On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
- Super-replication price: it can be ok (Q4615501) (← links)
- A note on super-replicating strategies (Q4698068) (← links)
- Superreplication with proportional transaction cost under model uncertainty (Q5241565) (← links)
- A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577) (← links)
- The Harrison-Pliska arbitrage pricing theorem under transaction costs (Q5939294) (← links)
- Neural network approximation for superhedging prices (Q6054449) (← links)
