Add to ORKGInternational audienceThis note deals with criteria of absence of arbitrage opportunities for an investor acting in a market with friction and having a limited access to the information flow
This paper reevaluates the mathematical and economic meaning of no arbitrage in frictionless markets...
This paper derives domain restrictions on interest rates implied by no-arbitrage. These restrictions...
In this paper we consider a financial market model with frictions which include transaction costs, b...
International audienceThis note deals with criteria of absence of arbitrage opportunities for an inv...
Transaction costs, Incomplete information, Arbitrage, Hedging, G10, 91B28, 60G42,
Guasoni (2006) introduced a simple condition for the absence of arbitrage opportunities. In this not...
International audienceWe consider a model in which any investment opportunity is described in terms ...
International audienceWe consider a model in which any investment opportunity is described in terms ...
This paper deals with the issue of arbitrage with incomplete financial markets and dif-ferential inf...
We consider a multi-asset discrete-time model of a financial market with proportional transaction co...
There is an extensive literature claiming that it is often difficult to make use of arbitrage opport...
Abstract There is an extensive literature claiming that it is often difficult to make use of arbitra...
Absence of Arbitrage Valuation presents a unified asset pricing strategy through absence of arbitrag...
There is an extensive literature claiming that it is often difficult to make use of arbitrage opport...
There is an extensive literature claiming that it is often difficult to make use of arbitrage opport...
This paper reevaluates the mathematical and economic meaning of no arbitrage in frictionless markets...
This paper derives domain restrictions on interest rates implied by no-arbitrage. These restrictions...
In this paper we consider a financial market model with frictions which include transaction costs, b...
International audienceThis note deals with criteria of absence of arbitrage opportunities for an inv...
Transaction costs, Incomplete information, Arbitrage, Hedging, G10, 91B28, 60G42,
Guasoni (2006) introduced a simple condition for the absence of arbitrage opportunities. In this not...
International audienceWe consider a model in which any investment opportunity is described in terms ...
International audienceWe consider a model in which any investment opportunity is described in terms ...
This paper deals with the issue of arbitrage with incomplete financial markets and dif-ferential inf...
We consider a multi-asset discrete-time model of a financial market with proportional transaction co...
There is an extensive literature claiming that it is often difficult to make use of arbitrage opport...
Abstract There is an extensive literature claiming that it is often difficult to make use of arbitra...
Absence of Arbitrage Valuation presents a unified asset pricing strategy through absence of arbitrag...
There is an extensive literature claiming that it is often difficult to make use of arbitrage opport...
There is an extensive literature claiming that it is often difficult to make use of arbitrage opport...
This paper reevaluates the mathematical and economic meaning of no arbitrage in frictionless markets...
This paper derives domain restrictions on interest rates implied by no-arbitrage. These restrictions...
In this paper we consider a financial market model with frictions which include transaction costs, b...