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No-arbitrage criteria for financial markets with transaction costs and incomplete information
De Vallière, Dimitry; Kabanov, Yuri; Stricker, Christophe - In: Finance and stochastics 11 (2007) 2, pp. 237-251
Persistent link: https://www.econbiz.de/10003439760
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Dynamic trading under integer constraints
Gerhold, Stefan; Krühner, Paul - In: Finance and stochastics 22 (2018) 4, pp. 919-957
Persistent link: https://www.econbiz.de/10011946587
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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
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Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter; Lee, Roger - In: Finance and stochastics 17 (2013) 4, pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
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No arbitrage and closure results for trading cones with transaction costs
Jacka, Saul D.; Berkaoui, Abdelkarem; Warren, Jon - In: Finance and stochastics 12 (2008) 4, pp. 583-600
Persistent link: https://www.econbiz.de/10003899281
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Arbitrage and deflators in illiquid markets
Pennanen, Teemu - In: Finance and stochastics 15 (2011) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10008824135
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Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo; Rásonyi, Miklós - In: Finance and stochastics 19 (2015) 2, pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
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The existence of dominating local martingale measures
Imkeller, Peter; Perkowski, Nicolas - In: Finance and stochastics 19 (2015) 4, pp. 685-717
Persistent link: https://www.econbiz.de/10011420345
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Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo; Frittelli, Marco; Maggis, Marco - In: Finance and stochastics 20 (2016) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
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On arbitrages arising with honest times
Fontana, Claudio; Jeanblanc, Monique; Song, Shiqi - In: Finance and stochastics 18 (2014) 3, pp. 515-543
Persistent link: https://www.econbiz.de/10010396032