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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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