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Trading strategies generated by Lyapunov functions
Karatzas, Ioannis; Ruf, Johannes - In: Finance and stochastics 21 (2017) 3, pp. 753-787
Persistent link: https://www.econbiz.de/10011944423
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No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 21 (2017) 4, pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
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No-arbitrage under a class of honest times
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 22 (2018) 1, pp. 127-159
Persistent link: https://www.econbiz.de/10011945638
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Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir; Yansori, Sina - In: Finance and stochastics 26 (2022) 3, pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
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When terminal facelift enforces delta constraints
Chassagneux, Jean-François; Elie, Romuald; Kharroubi, Idris - In: Finance and stochastics 19 (2015) 2, pp. 329-362
Persistent link: https://www.econbiz.de/10011417951
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Model-independent superhedging under portfolio constraints
Fahim, Arash; Huang, Yu-Jui - In: Finance and stochastics 20 (2016) 1, pp. 51-81
Persistent link: https://www.econbiz.de/10011459952
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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
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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
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Optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu - In: Finance and stochastics 18 (2014) 4, pp. 733-754
Persistent link: https://www.econbiz.de/10010413679
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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