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Search: subject:"Consistent price system"
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Consistent price system
9
Transaction costs
7
Transaktionskosten
6
Arbitrage
5
Arbitrage Pricing
4
Arbitrage pricing
4
Proportional transaction costs
4
Theorie
4
Theory
4
transaction costs
4
Portfolio selection
3
Portfolio-Management
3
arbitrage
3
consistent price system
3
Asymptotic arbitrage
2
Binary market
2
CAPM
2
Dynamic programming
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Fundamental theorem of asset pricing
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Large financial market
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Martingal
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Martingale
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Monotone convergence for local martingales
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Numeraire portfolio
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Option pricing theory
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Optionspreistheorie
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Power utility
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Utility
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Arbitrage of the second kind
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Bid-ask martingale measure
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Bid-ask spread
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Bid-ask spreads
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Dynamische Optimierung
1
Geld-Brief-Spanne
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Market mechanism
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Marktmechanismus
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Model uncertainty
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Risiko
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Risk
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asymptotic arbitrage
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Klein, Irene
4
Sass, Jörn
4
Perez-Ostafe, Lavinia
3
Lépinette, Emmanuel
2
Schäl, Manfred
2
Smaga, Martin
2
Bender, Christian
1
Bouchard, Bruno
1
CORDERO, FERNANDO
1
Cordero, Fernando
1
KLEIN, IRENE
1
Lépinette-Denis, Emmanuel
1
Nutz, Marcel
1
Ostafe, Lavinia
1
PEREZ-OSTAFE, LAVINIA
1
Pakkanen, Mikko S.
1
Rola, Przemysław
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Sayit, Hasanjan
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School of Economics and Management, University of Aarhus
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Université Paris-Dauphine (Paris IX)
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Finance and stochastics
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Finance and Stochastics
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Annals of finance
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CREATES Research Papers
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Decisions in Economics and Finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economics Papers from University Paris Dauphine
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International Journal of Theoretical and Applied Finance (IJTAF)
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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RePEc
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Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
12
Binary markets under transaction costs
Cordero, Fernando
;
Klein, Irene
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010437205
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