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  • Search: subject:"strict no‐arbitrage"
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Subject
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Portfolio selection 2 Portfolio-Management 2 Transaction costs 2 Transaktionskosten 2 fundamental theorem of asset pricing 2 no unbounded profit with bounded risk 2 proportional transaction costs 2 Arbitrage 1 CAPM 1 Hedging 1 Model uncertainty 1 Option pricing theory 1 Optionspreistheorie 1 Pathwise superhedging 1 Proportional transaction costs 1 Strict no-arbitrage 1 Theorie 1 Theory 1 Union of projective classes 1 strict no-arbitrage 1 strict no‐arbitrage 1
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Free 2 Undetermined 1
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Kühn, Christoph 2 Kim, Mun-Chol 1 Ryom, Song-Chol 1
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Mathematical Finance 1 Mathematics and financial economics 1
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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The fundamental theorem of asset pricing with and without transaction costs
Kühn, Christoph - 2025
Persistent link: https://www.econbiz.de/10015359132
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Pathwise superhedging under proportional transaction costs
Kim, Mun-Chol; Ryom, Song-Chol - In: Mathematics and financial economics 16 (2022) 4, pp. 713-747
Persistent link: https://www.econbiz.de/10013438880
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The fundamental theorem of asset pricing with and without transaction costs
Kühn, Christoph - In: Mathematical Finance 35, 2, pp. 567-609
strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction …
Persistent link: https://www.econbiz.de/10015410778
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