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No arbitrage conditions and liquidity
Astic, Fabian; Touzi, Nizar - In: Journal of mathematical economics 43 (2007) 6, pp. 692-708
Persistent link: https://www.econbiz.de/10003490462
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A counter-example to an option pricing formula under transaction costs
Roux, Alet; Zastawniak, Tomasz - In: Finance and stochastics 10 (2006) 4, pp. 575-578
Persistent link: https://www.econbiz.de/10003405651
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Arbitrage under transaction costs revisited
Rásonyi, Miklós - In: Optimality and risk - modern trends in mathematical …, (pp. 211-225). 2009
Persistent link: https://www.econbiz.de/10003948896
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An arbitrage model for the stock price adjustment in the dividend period
Borges, Maria Rosa (contributor) - 2007
Persistent link: https://www.econbiz.de/10003594281
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Markets with transaction costs : mathematical theory
Kabanov, Jurij M.; Safarian, Mher M. - 2009
Persistent link: https://www.econbiz.de/10003697408
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Valuing options with transaction costs : a generalized approach from a decision analytic perspective
Ninomiya, Kazuhiro - 2003
Persistent link: https://www.econbiz.de/10003623907
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The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo; Rásonyi, Miklós; Schachermayer, Walter - In: Annals of finance 6 (2010) 2, pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
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Small transaction costs, absence of arbitrage and consistent price systems
Grépat, Julien; Kabanov, Jurij M. - In: Finance and stochastics 16 (2012) 3, pp. 357-368
Persistent link: https://www.econbiz.de/10009562323
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Risikominimierung in Finanzmärkten unter Berücksichtigung von Transaktionskosten
Beutner, Eric - 2005
Persistent link: https://www.econbiz.de/10002896461
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Dynamic arbitrage gaps for financial assets : in a nonlinear and chaotic price adjustment process
Apreda, Rodolfo - In: Journal of multinational financial management 9 (1999) 3/4, pp. 441-457
Persistent link: https://www.econbiz.de/10001506217