The fundamental theorem of asset pricing for continuous processes under small transaction costs.
- Published in:
- Annals of Finance, 2010, v. 6, n. 2, p. 157, doi. 10.1007/s10436-008-0110-x
- By:
- Publication type:
- Article
Works matching IS 16142446 AND DT 2010 AND VI 6 AND IP 2
Results: 6
1
2
A dynamic strategy of the informed trader with market manipulation.
- Published in:
- Annals of Finance, 2010, v. 6, n. 2, p. 287, doi. 10.1007/s10436-009-0140-z
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- Publication type:
- Article
3
The two-fund separation theorem revisited.
- Published in:
- Annals of Finance, 2010, v. 6, n. 2, p. 221, doi. 10.1007/s10436-009-0144-8
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- Publication type:
- Article
4
Behavioral arbitrage with collateral and uncertain deliveries.
- Published in:
- Annals of Finance, 2010, v. 6, n. 2, p. 241, doi. 10.1007/s10436-009-0135-9
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- Publication type:
- Article
5
Demographics and asset returns: does the dynamics of population ageing matter?
- Published in:
- Annals of Finance, 2010, v. 6, n. 2, p. 193, doi. 10.1007/s10436-008-0114-6
- By:
- Publication type:
- Article
6
Information provision in financial markets.
- Published in:
- Annals of Finance, 2010, v. 6, n. 2, p. 255, doi. 10.1007/s10436-009-0119-9
- By:
- Publication type:
- Article