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Cambodia's arbitration council : institution-building in a developing country
Noord, Hugo van; Hwang, Hans S; Bugeja, Kate - International Labour Organization (ILO), United Nations - 2011
Persistent link: https://www.econbiz.de/10010965812
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Assessing South Africa's commission for Conciliation, Mediation and Arbitration (CCMA)
Benjamin, Paul - International Labour Organization (ILO), United Nations - 2013
Persistent link: https://www.econbiz.de/10010966243
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The settlement of labour disputes in Central and Eastern Europe
Casale, Giuseppe - International Labour Organization (ILO), United Nations - 1997
Persistent link: https://www.econbiz.de/10010967053
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Collective bargaining and the law in central and Eastern Europe : some comparative issues.
Casale, Giuseppe - International Labour Organization (ILO), United Nations - 1997
Examines legislative changes since 1990 in Central and Eastern European countries with regard to the mechanisms, institutions and levels of collective bargaining, the legal nature of collective agreements, union representativeness, and labour dispute settlement.
Persistent link: https://www.econbiz.de/10010967291
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Generalized volatility-stabilized processes
Picková, Radka - In: Annals of Finance 10 (2014) 1, pp. 101-125
solution are also provided. Moreover, we discuss the significance of these processes in the context of arbitrage relative to … the market portfolio within the framework of Stochastic Portfolio Theory. Copyright Springer-Verlag Berlin Heidelberg 2014 …
Persistent link: https://www.econbiz.de/10010989108
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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
classical FTAP for a model without transaction costs. We consider one risky asset and show that under the robust no-arbitrage …
Persistent link: https://www.econbiz.de/10010997049
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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
with an honest time τ gives rise to arbitrage profits. By relying on the theory of progressive enlargement of filtrations …, we explicitly show that no kind of arbitrage profit can ever be realised strictly before τ, whereas classical arbitrage … starting to trade as soon as τ occurs. We carefully study the behavior of local martingale deflators and consider no-arbitrage …
Persistent link: https://www.econbiz.de/10010997055
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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
This paper proves the fundamental theorem of asset pricing with transaction costs, when bid and ask prices follow locally bounded càdlàg (right-continuous, left-limited) processes. The robust no free lunch with vanishing risk condition (RNFLVR) for simple strategies is equivalent to the...
Persistent link: https://www.econbiz.de/10010997081
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Small transaction costs, absence of arbitrage and consistent price systems
Grépat, Julien; Kabanov, Yuri - In: Finance and Stochastics 16 (2012) 3, pp. 357-368
Persistent link: https://www.econbiz.de/10010847047
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Sticky continuous processes have consistent price systems
Bender, Christian; Pakkanen, Mikko S.; Sayit, Hasanjan - School of Economics and Management, University of Aarhus - 2013
Under proportional transaction costs, a price process is said to have a consistent price system, if there is a semimartingale with an equivalent martingale measure that evolves within the bid-ask spread. We show that a continuous, multi-asset price process has a consistent price system, under...
Persistent link: https://www.econbiz.de/10010851256