Pages that link to "Item:Q1297915"

The following pages link to Hedging and liquidation under transaction costs in currency markets (Q1297915):

Displaying 50 items.

• American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
• Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
• Dynamic conic hedging for competitiveness (Q317543) (← links)
• Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
• Set-valued average value at risk and its computation (Q356482) (← links)
• On the existence of shadow prices (Q377456) (← links)
• The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
• Primal and dual approximation algorithms for convex vector optimization problems (Q475807) (← links)
• Arbitrage and deflators in illiquid markets (Q483698) (← links)
• Multivariate utility maximization with proportional transaction costs (Q483930) (← links)
• On irreversible investment (Q484203) (← links)
• Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
• Existence of shadow prices in finite probability spaces (Q532533) (← links)
• Critical angles in random polyhedral cones (Q601294) (← links)
• Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
• The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
• The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
• Introduction to convex optimization in financial markets (Q715237) (← links)
• Portfolio insurance with liquidity risk (Q841847) (← links)
• Link-save trading (Q855369) (← links)
• Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
• Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726) (← links)
• A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
• Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
• Multivariate risks and depth-trimmed regions (Q1003339) (← links)
• Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
• Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
• Small transaction costs, absence of arbitrage and consistent price systems (Q1761449) (← links)
• Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
• Dual formulation of the utility maximization problem under transaction costs (Q1872433) (← links)
• Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
• Explicit solution to the multivariate super-replication problem under transaction costs. (Q1872495) (← links)
• Stochastic programs without duality gaps (Q1925782) (← links)
• Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
• Set-valued risk measures for conical market models (Q1938960) (← links)
• Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
• Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
• Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
• Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
• Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
• On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs (Q2022760) (← links)
• Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
• Time consistency for scalar multivariate risk measures (Q2076040) (← links)
• Asset price bubbles in markets with transaction costs (Q2085833) (← links)
• Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
• A Knightian irreversible investment problem (Q2247720) (← links)
• Hedging of American options under transaction costs (Q2271728) (← links)
• On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
• Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
• Editorial. Choosing sets: preface to the special issue on set optimization and applications (Q2304903) (← links)