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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The quarterly journal of finance"
~subject:"Transaction costs"
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Muhle-Karbe, Johannes
7
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Astin bulletin : the journal of the International Actuarial Association
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
The quarterly journal of finance
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
17
Swiss Finance Institute Research Paper
16
European journal of operational research : EJOR
13
Journal of banking & finance
12
Quantitative finance
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NBER working paper series
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Journal of investment management : JOIM
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Finance research letters
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Financial analysts' journal : FAJ
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Financial markets and portfolio management
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Advances in futures and options research : a research annual
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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1
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
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
3
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
4
Nonlinear expectations of random sets
Molčanov, Il'ja S.
;
Mühlemann, Anja
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
Saved in:
5
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
6
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
7
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
Saved in:
8
On the quasi-sure superhedging duality with frictions
Bayraktar, Erhan
;
Burzoni, Matteo
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 249-275
Persistent link: https://www.econbiz.de/10012253347
Saved in:
9
Utility maximisation in a factor model with constant and proportional transaction costs
Belak, Christoph
;
Christensen, Sören
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 29-96
Persistent link: https://www.econbiz.de/10012023241
Saved in:
10
A multi-asset investment and consumption problem with transaction costs
Hobson, David G.
;
Tse, Alex S. L.
;
Zhu, Yeqi
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 641-676
Persistent link: https://www.econbiz.de/10012023758
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