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   In: Papers.
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   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:121057.

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2. Semimartingale price systems in models with transaction costs beyond efficient friction. (2022). Kuhn, Christoph ; Molitor, Alexander.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:26:y:2022:i:4:d:10.1007_s00780-022-00484-9.

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3. Exploiting arbitrage requires short selling. (2022). Platen, Eckhard ; Tappe, Stefan.
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   RePEc:arx:papers:2011.12523.

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4. Semimartingale price systems in models with transaction costs beyond efficient friction. (2021). Kuhn, Christoph ; Molitor, Alexander.
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   RePEc:arx:papers:2001.03190.

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5. The value of informational arbitrage. (2020). Chau, Huy N ; Fontana, Claudio ; Cosso, Andrea.
   In: Finance and Stochastics.
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6. Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire. (2020). Mostovyi, Oleksii.
   In: Stochastic Processes and their Applications.
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7. Properly Discounted Asset Prices Are Semimartingales. (2019). Schweizer, Martin ; Balint, Daniel Agoston.
   In: Swiss Finance Institute Research Paper Series.
   RePEc:chf:rpseri:rp1953.

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8. Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to Mathematical Finance. (2019). Kardaras, Constantinos.
   In: Papers.
   RePEc:arx:papers:1908.03946.

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9. Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. (2018). Schachermayer, Walter ; Peyre, Remi ; Yang, Junjian ; Czichowsky, Christoph.
   In: Finance and Stochastics.
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10. Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. (2018). Czichowsky, Christoph ; Schachermayer, Walter ; Peyre, Remi ; Yang, Junjian.
    In: Post-Print.
    RePEc:hal:journl:hal-02373296.

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11. Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. (2018). Schachermayer, Walter ; Peyre, Remi ; Yang, Junjian ; Czichowsky, Christoph Johannes.
    In: LSE Research Online Documents on Economics.
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12. Making No-Arbitrage Discounting-Invariant: A New FTAP Beyond NFLVR and NUPBR. (2018). Schweizer, Martin ; Balint, Daniel Agoston.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1823.

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13. The value of informational arbitrage. (2018). Chau, Huy N ; Fontana, Claudio ; Cosso, Andrea.
    In: Papers.
    RePEc:arx:papers:1804.00442.

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14. Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion. (2017). Schachermayer, Walter ; Czichowsky, Christoph.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:67689.

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15. Change of measure up to a random time: Details. (2017). Kreher, Dorte.
    In: Stochastic Processes and their Applications.
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16. STRONG BUBBLES AND STRICT LOCAL MARTINGALES. (2016). Schweizer, Martin ; Herdegen, Martin.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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17. Drift operator in a viable expansion of information flow. (2016). Song, Shiqi.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:126:y:2016:i:8:p:2297-2322.

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18. Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. (2016). Schachermayer, Walter ; Peyre, R'Emi ; Yang, Junjian ; Czichowsky, Christoph.
    In: Papers.
    RePEc:arx:papers:1608.01415.

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19. Portfolio Optimization under Shortfall Risk Constraint. (2016). Li, Qinghua ; Janke, Oliver.
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    RePEc:arx:papers:1501.07480.

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20. Optimal Consumption under Habit Formation In Markets with Transaction Costs and Random Endowments. (2016). Yu, Xiang.
    In: Papers.
    RePEc:arx:papers:1408.1382.

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21. Pathwise stochastic integrals for model free finance. (2016). Perkowski, Nicolas ; Promel, David J..
    In: Papers.
    RePEc:arx:papers:1311.6187.

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22. The existence of dominating local martingale measures. (2015). Imkeller, Peter ; Perkowski, Nicolas.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:19:y:2015:i:4:p:685-717.

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23. Economics-Based Financial Bubbles (and Why They Imply Strict Local Martingales). (2015). Schweizer, Martin ; Herdegen, Martin.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1505.

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24. On the closure in the Emery topology of semimartingale wealth-process sets. (2013). Kardaras, Constantinos.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:44996.

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25. On the closure in the Emery topology of semimartingale wealth-process sets. (2013). Kardaras, Constantinos.
    In: Papers.
    RePEc:arx:papers:1108.0945.

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