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isPartOf:"Revue d'économie industrielle"
~isPartOf:"Finance and stochastics"
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Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
Equilibrium asset pricing with transaction costs
Herdegen, Martin
;
Muhle-Karbe, Johannes
;
Possamaï, Dylan
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 231-275
Persistent link: https://www.econbiz.de/10012499683
Saved in:
3
Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1049-1077
Persistent link: https://www.econbiz.de/10012114690
Saved in:
4
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
5
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn
;
Smaga, Martin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Saved in:
6
The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo
;
Lépinette, Emmanuel
;
Rásonyi, Miklós
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 741-777
Persistent link: https://www.econbiz.de/10009623533
Saved in:
7
Black and scholes pricing and markets with transaction costs : an example
Reisman, Haim
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 549-555
Persistent link: https://www.econbiz.de/10001614617
Saved in:
8
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
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