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Arbitrage Pricing Theory Under Transaction Costs and Application to the Tobin Tax
34/34 checkable references clean · checked 2026-08-21
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 34 checked references that resolve
resolves10.1111/j.0960-1627.2004.00179.x
Hedging and Portfolio Optimization in Financial Markets with a Large Trader
resolves10.1111/j.1467-9965.1992.tb00039.x
DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
resolves10.1142/S0219024910006017
AN ANALYSIS OF THE SUPPLY CURVE FOR LIQUIDITY RISK THROUGH BOOK DATA
resolves10.1007/s00780-006-0022-4
A super-replication theorem in Kabanov’s model of transaction costs
resolves10.1007/s00780-010-0144-6
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
resolves10.1111/j.1540-6261.1991.tb02675.x
An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs
resolves10.1214/aoap/1037125861
Optimal investment with transaction costs and without semimartingales
resolves10.1111/j.1467-9965.2006.00283.x
NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
resolves10.1007/s10436-008-0110-x
The fundamental theorem of asset pricing for continuous processes under small transaction costs
resolves10.1016/0304-4149(81)90026-0
Martingales and stochastic integrals in the theory of continuous trading
resolves10.1006/jeth.1995.1037
Martingales and Arbitrage in Securities Markets with Transaction Costs
resolves10.1016/0304-4068(81)90010-0
Arbitrage and equilibrium in economies with infinitely many commodities
resolves10.1007/s00780-008-0082-8
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
resolves10.1214/aoap/1177004767
There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs
The 10 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedref13
no DOI — not checkedref21
no DOI — not checkedOptimal replication of contingent claims under transaction costs
no DOI — not checkedref31
no DOI — not checkedref36
no DOI — not checkedArbitrage theory for non convex financial market models
no DOI — not checkedref40
no DOI — not checkedref41
no DOI — not checkedCaract�risation d'une classe d'ensembles convexes de L 1 ou H 1
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