Pages that link to "Item:Q1409835"
From MaRDI portal
The following pages link to Non-arbitrage criteria for financial markets with efficient friction (Q1409835):
Displaying 43 items.
- Consistent price systems under model uncertainty (Q261917) (← links)
- Superreplication when trading at market indifference prices (Q261922) (← links)
- American and Bermudan options in currency markets with proportional transaction costs (Q267772) (← links)
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← 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)
- Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization (Q829338) (← links)
- No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277) (← links)
- Link-save trading (Q855369) (← links)
- American contingent claims under small proportional transaction costs (Q861832) (← links)
- A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
- 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 (Q902181) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- Discrete-time market models from the small investor point of view and the first fundamental-type theorem (Q1698737) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980) (← links)
- Financial innovation and arbitrage pricing in frictional economies (Q1804627) (← links)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
- FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
- Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
- No arbitrage and closure results for trading cones with transaction costs (Q2271722) (← links)
- No arbitrage and lead-lag relationships (Q2273697) (← links)
- Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
- Arbitrage theory for non convex financial market models (Q2403708) (← links)
- On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
- A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737) (← links)
- Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns (Q2496494) (← links)
- No arbitrage conditions and liquidity (Q2642001) (← links)
- Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs (Q2797754) (← links)
- Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs (Q2805756) (← links)
- Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542) (← links)
- NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
- SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS (Q4584703) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
- NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304) (← links)
- AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS (Q4979885) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size (Q5391432) (← links)
- NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)
- Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space (Q6581909) (← links)
