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scientific article; zbMATH DE number 7606594

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7606594

Statements

scholarly article

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Emmanuel Lépinette

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publication date

25 October 2022

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full work available at URL

https://gradmath.org/2020/10/05/a-short-introduction-to-arbitrage-theory-and-pricing-in-mathematical-finance-for-discrete-time-markets-with-or-without-frictions/

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MaRDI profile type

MaRDI publication profile

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Arbitrage and Hedging in Model-Independent Markets with Frictions

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A super-replication theorem in Kabanov's model of transaction costs

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General Arbitrage Pricing Model: II – Transaction Costs

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Equivalent martingale measures and no-arbitrage in stochastic securities market models

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The mathematics of arbitrage

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Hedging of American options under transaction costs

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Small transaction costs, absence of arbitrage and consistent price systems

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On low dimensional case in the fundamental asset pricing theorem with transaction costs

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The fundamental theorem of asset pricing under transaction costs

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The fundamental theorem of asset pricing for continuous processes under small transaction costs

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Martingales and stochastic integrals in the theory of continuous trading

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Martingales and arbitage in securities markets with transaction costs

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Markets with transaction costs. Mathematical theory.

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Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs

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A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance

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Arbitrage and equilibrium in economies with infinitely many commodities

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Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs

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Convex Duality in Stochastic Optimization and Mathematical Finance

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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

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Martingale selection problem and asset pricing in finite discrete time

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Equivalent martingale measures and no-arbitrage

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The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time

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A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time

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Arbitrage theory for non convex financial market models

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General financial market model defined by a liquidation value process

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5044308

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