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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
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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
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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
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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
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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
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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
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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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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
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Asset returns with transactions costs and uninsured individual risk
Aiyagari, Sudhakar Rao - In: Journal of monetary economics 27 (1991) 3, pp. 311-331
Persistent link: https://www.econbiz.de/10001108305
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Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S. - In: Finance and stochastics 11 (2007) 4, pp. 537-569
Persistent link: https://www.econbiz.de/10003645530