PRICE Systems

PRICE Systems was founded in 1975 as a business within the RCA Corporation. It is generally acknowledged as the earliest developer of parametric cost… (More)
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Topic mentions per year

Topic mentions per year

1991-2017
02419912017

Papers overview

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2016
2016
We develop a version of the fundamental theorem of asset pricing for discrete-time markets with proportional transaction costs… (More)
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2013
2013
In an L∞-framework, we present majorant-preserving and sandwich-preserving extension theorems for linear operators. These results… (More)
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2012
2012
We consider fundamental questions of arbitrage pricing arising when the uncertainty model incorporates volatility uncertainty… (More)
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2012
2012
The aim of this note is to establish criterion of absence of arbitrage opportunities under small transaction costs for a family… (More)
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2009
2009
We consider networks offering tiered services and corresponding price structures, a model that has become prevalent in practice… (More)
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2008
2008
In markets with transaction costs, consistent price systems play the same role as martingale measures in frictionless markets. We… (More)
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2007
2007
A version of the fundamental theorem of asset pricing is proved for continuous asset prices with small proportional transaction… (More)
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2007
2007
In this paper, distribution and welfare effects of changes in block price systems are evaluated. A method is discussed to… (More)
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2006
2006
Asymmetric or partial information in financial markets may be represented by different filtrations. We consider the case of a… (More)
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Highly Cited
1993
Highly Cited
1993
Market price systems constitute a well-understood class of mechanisms that under certain conditions provide eeective… (More)
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