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Arbitrage and valuation with a minimum wealth constraint

Kim, Chong-min - In: The Korean economic review 13 (1997) 1, pp. 37-47

Persistent link: https://www.econbiz.de/10001234814

No-arbitrage criteria for financial markets with efficient friction

Kabanov, Jurij M.; Rásonyi, Miklós; Stricker, Christophe - In: Finance and stochastics 6 (2002) 3, pp. 371-382

Persistent link: https://www.econbiz.de/10001680685

Arbitrage and control problems in finance : a presentation

Jouini, Elyès - In: Journal of mathematical economics 35 (2001) 2, pp. 167-183

Persistent link: https://www.econbiz.de/10001567613

The Harrison-Pliska pricing theorem under transaction costs

Kabanov, Jurij M.; Stricker, Ch. - In: Journal of mathematical economics 35 (2001) 2, pp. 185-196

Persistent link: https://www.econbiz.de/10001567619

Arbitrage and viability in securities markets with fixed trading costs

Jouini, Elyès; Kallal, Hédi D.; Napp, Clotilde - In: Journal of mathematical economics 35 (2001) 2, pp. 197-221

Persistent link: https://www.econbiz.de/10001567640

On the closedness of sums of convex cones in L O and the robust no-arbitrage property

Kabanov, Jurij M.; Rásonyi, Miklós; Stricker, Christophe - In: Finance and stochastics 7 (2003) 3, pp. 403-411

Persistent link: https://www.econbiz.de/10001772721

Market conditions under frictions and without dynamic spanning

Keppo, Jussi - In: On arbitrage, optimal portfolio and equilibrium under …, (pp. 1-14). 1998

Persistent link: https://www.econbiz.de/10001587338

The existence of equilibrium in a financial market with transaction costs

Jin, Xing; Milne, Frank - 1996

Persistent link: https://www.econbiz.de/10013400583

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

Dynamic Arbitrage Gaps for Financial Assets : In a Non Linear and Chaotic Price Adjustment Process

Apreda, Rodolfo - 2009

In this paper we are concerned with the existence of a dynamic arbitrage gap that evolves out of an adjustment process … transactions costs. Although this gap exhibits non linear and chaotic behavior, it doesn't preclude effective arbitrage … perfect arbitrage. Besides, this dynamic arbitrage gap depends upon a truly financial gap that accounts for unexpected events …

Persistent link: https://www.econbiz.de/10014207869