scholarly journals A Note on the Fundamental Theorem of Asset Pricing Under Model Uncertainty

2014 ◽  
Author(s):  
Erhan Bayraktar ◽  
Yuchong Zhang ◽  
Zhou Zhou
Keyword(s):  
Asset Pricing ◽  
Model Uncertainty ◽  
Fundamental Theorem

scholarly journals A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty

Risks ◽  
2014 ◽  
Vol 2 (4) ◽  
pp. 425-433 ◽  
Author(s):  
Erhan Bayraktar ◽  
Yuchong Zhang ◽  
Zhou Zhou
Keyword(s):  
Asset Pricing ◽  
Model Uncertainty ◽  
Fundamental Theorem

scholarly journals The Fundamental Theorem of Asset Pricing Under Transaction Costs

2011 ◽  
Author(s):  
Paolo Guasoni ◽  
Emmanuel Lepinette-Denis ◽  
Miklos Rasonyi
Keyword(s):  
Asset Pricing ◽  
Transaction Costs ◽  
Fundamental Theorem

scholarly journals On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang-Bang No-Arbitrage Criteria

2004 ◽  
Vol 14 (2) ◽  
pp. 201-221 ◽  
Author(s):  
Igor V. Evstigneev ◽  
Klaus Schurger ◽  
Michael I. Taksar
Keyword(s):  
Asset Pricing ◽  
Fundamental Theorem ◽  
No Arbitrage

Fundamental Theorem of Asset Pricing

2020 ◽  
pp. 135-146
Author(s):  
Pablo Koch-Medina ◽  
Cosimo Munari
Keyword(s):  
Asset Pricing ◽  
Fundamental Theorem

The fundamental theorem of asset pricing for continuous processes under small transaction costs

2008 ◽  
Vol 6 (2) ◽  
pp. 157-191 ◽  
Author(s):  
Paolo Guasoni ◽  
Miklós Rásonyi ◽  
Walter Schachermayer
Keyword(s):  
Asset Pricing ◽  
Transaction Costs ◽  
Fundamental Theorem ◽  
Continuous Processes
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