Volume 35; Issue 2

1

Arbitrage and control problems in finance: A presentation

Année:
2001
Langue:
english
Fichier:
PDF, 106 KB
english, 2001
2

The Harrison–Pliska arbitrage pricing theorem under transaction costs

Année:
2001
Langue:
english
Fichier:
PDF, 97 KB
english, 2001
3

Arbitrage and viability in securities markets with fixed trading costs

Année:
2001
Langue:
english
Fichier:
PDF, 179 KB
english, 2001
5

Wealth optimization in an incomplete market driven by a jump-diffusion process

Année:
2001
Langue:
english
Fichier:
PDF, 220 KB
english, 2001
7

Non-linear taxation, tax-arbitrage and equilibrium asset prices

Année:
2001
Langue:
english
Fichier:
PDF, 251 KB
english, 2001
8

On optimal terminal wealth under transaction costs

Année:
2001
Langue:
english
Fichier:
PDF, 75 KB
english, 2001