Saved in:
| Main Authors: | Lepinette, Emmanuel, Vu, Duc Thinh |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2405.06623 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
by: Lepinette, Emmanuel, et al.
Published: (2024)
by: Lepinette, Emmanuel, et al.
Published: (2024)
Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon
by: Choulli, Tahir, et al.
Published: (2024)
by: Choulli, Tahir, et al.
Published: (2024)
No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
by: Cherif, Dorsaf, et al.
Published: (2024)
by: Cherif, Dorsaf, et al.
Published: (2024)
On general financial markets with concave transactions costs
by: Rygiel, A., et al.
Published: (2024)
by: Rygiel, A., et al.
Published: (2024)
Conditional indicators
by: Cherif, Dorsaf, et al.
Published: (2024)
by: Cherif, Dorsaf, et al.
Published: (2024)
Erratum to "On the market viability under proportional transaction costs"
by: Bayraktar, Erhan, et al.
Published: (2013)
by: Bayraktar, Erhan, et al.
Published: (2013)
The fundamental theorem of asset pricing with and without transaction costs
by: Kühn, Christoph
Published: (2023)
by: Kühn, Christoph
Published: (2023)
Asymptotic methods for transaction costs
by: Mayerhofer, Eberhard
Published: (2024)
by: Mayerhofer, Eberhard
Published: (2024)
Distributionally robust monopoly pricing: Switching from low to high prices in volatile markets
by: van Eck, Tim S. G., et al.
Published: (2024)
by: van Eck, Tim S. G., et al.
Published: (2024)
Optimal two-parameter portfolio management strategy with transaction costs
by: Ma, Chutian, et al.
Published: (2024)
by: Ma, Chutian, et al.
Published: (2024)
Quantitative Halmos-Savage theorems and robust large financial markets
by: Cuchiero, Christa, et al.
Published: (2025)
by: Cuchiero, Christa, et al.
Published: (2025)
A survey on asymptotic equilibrium distribution of zeros of random holomorphic sections
by: Marinescu, George, et al.
Published: (2025)
by: Marinescu, George, et al.
Published: (2025)
On the utility problem in a market where price impact is transient
by: Nagy, Lóránt, et al.
Published: (2025)
by: Nagy, Lóránt, et al.
Published: (2025)
Universal approximation on non-geometric rough paths and applications to financial derivatives pricing
by: Harang, Fabian A., et al.
Published: (2024)
by: Harang, Fabian A., et al.
Published: (2024)
On convergence of the Mayer problems arising in the theory of financial markets with transaction cost
by: Kabanov, Yuri, et al.
Published: (2026)
by: Kabanov, Yuri, et al.
Published: (2026)
Normal approximation for partial sums: general convex costs
by: Dedecker, Jérôme, et al.
Published: (2026)
by: Dedecker, Jérôme, et al.
Published: (2026)
Identifying dynamical network markers of financial market instability
by: Ito, Mariko I., et al.
Published: (2026)
by: Ito, Mariko I., et al.
Published: (2026)
Make or buy in the hotel marketing department: transaction costs, financial and relational performance
by: Tomás F. Espino-Rodríguez
Published: (2017)
by: Tomás F. Espino-Rodríguez
Published: (2017)
Detection, coverage and percolation in dynamic Boolean models with random radii based on $α$-stable processes
by: Gracar, Peter, et al.
Published: (2026)
by: Gracar, Peter, et al.
Published: (2026)
Option pricing in Sandwiched Volterra Volatility model
by: Di Nunno, Giulia, et al.
Published: (2022)
by: Di Nunno, Giulia, et al.
Published: (2022)
Visibility graphs can make money in financial markets
by: Rak, Rafał
Published: (2026)
by: Rak, Rafał
Published: (2026)
Multivariate subexponentiality and interplay of insurance and financial risks in a renwal risk model
by: Konstantinides, Dimitrios G., et al.
Published: (2025)
by: Konstantinides, Dimitrios G., et al.
Published: (2025)
Generalized variational principle for an accelerated pressureless gas model
by: Moudoumou, Mack Dowell Komba, et al.
Published: (2025)
by: Moudoumou, Mack Dowell Komba, et al.
Published: (2025)
An ergodic and isotropic zero-conductance model with arbitrarily strong local connectivity
by: Heida, Martin, et al.
Published: (2024)
by: Heida, Martin, et al.
Published: (2024)
A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients
by: Vu, Thi-Huong, et al.
Published: (2024)
by: Vu, Thi-Huong, et al.
Published: (2024)
Controlled rough SDEs, pathwise stochastic control and dynamic programming principles
by: Friz, Peter K., et al.
Published: (2024)
by: Friz, Peter K., et al.
Published: (2024)
Moderate deviation principles for a reaction diffusion model in non-equilibrium
by: Zhao, Linjie
Published: (2024)
by: Zhao, Linjie
Published: (2024)
Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
by: Szydło, Paweł, et al.
Published: (2023)
by: Szydło, Paweł, et al.
Published: (2023)
The fundamental theorem of asset pricing with and without transaction costs
by: Christoph Kühn
Published: (2024)
by: Christoph Kühn
Published: (2024)
First contact percolation
by: Jahnel, Benedikt, et al.
Published: (2024)
by: Jahnel, Benedikt, et al.
Published: (2024)
No arbitrage assumption implies the differentiability of derivative pricing function
by: Nam, Kihun, et al.
Published: (2025)
by: Nam, Kihun, et al.
Published: (2025)
Maximum principle for optimal control of interacting particle system: stochastic flow model
by: Dorogovtsev, Andrey A., et al.
Published: (2024)
by: Dorogovtsev, Andrey A., et al.
Published: (2024)
Oriented bond-site percolation in random environment and contact processes with periodic recovery
by: Jahnel, Benedikt, et al.
Published: (2025)
by: Jahnel, Benedikt, et al.
Published: (2025)
Uniform large deviation principles and averaging principles for stochastic Burgers type equations with reflection
by: Qiao, Huijie
Published: (2025)
by: Qiao, Huijie
Published: (2025)
Moderate deviation principles for the WASEP
by: Zhao, Linjie
Published: (2024)
by: Zhao, Linjie
Published: (2024)
Large deviation principle for a two-time-scale McKean-Vlasov model with jumps
by: Yang, Xiaoyu, et al.
Published: (2024)
by: Yang, Xiaoyu, et al.
Published: (2024)
Random matrices: Universality of local spectral statistics of non-Hermitian matrices
by: Tao, Terence, et al.
Published: (2012)
by: Tao, Terence, et al.
Published: (2012)
Explicit Recursive Construction of Super-Replication Prices under Proportional Transaction Costs
by: Lepinette, Emmanuel, et al.
Published: (2025)
by: Lepinette, Emmanuel, et al.
Published: (2025)
Option pricing in bilateral Gamma stock models
by: Küchler, Uwe, et al.
Published: (2019)
by: Küchler, Uwe, et al.
Published: (2019)
A cross-border market model with limited transmission capacities
by: Milbradt, Cassandra, et al.
Published: (2022)
by: Milbradt, Cassandra, et al.
Published: (2022)
Similar Items
-
Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
by: Lepinette, Emmanuel, et al.
Published: (2024) -
Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon
by: Choulli, Tahir, et al.
Published: (2024) -
No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
by: Cherif, Dorsaf, et al.
Published: (2024) -
On general financial markets with concave transactions costs
by: Rygiel, A., et al.
Published: (2024) -
Conditional indicators
by: Cherif, Dorsaf, et al.
Published: (2024)