The following pages link to The mathematics of arbitrage (Q2493436):
Displaying 50 items.
- Optimal strategies under omega ratio (Q1713773) (← links)
- On optimal investment with processes of long or negative memory (Q1743336) (← links)
- Local martingales in discrete time (Q1748587) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Dynamic trading under integer constraints (Q1788825) (← links)
- Stochastic programs without duality gaps (Q1925782) (← links)
- Convex compactness and its applications (Q1932529) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- On admissible strategies in robust utility maximization (Q1938976) (← links)
- A limit order book model for latency arbitrage (Q1938985) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes (Q1957088) (← links)
- Robust arbitrage conditions for financial markets (Q1981932) (← links)
- Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
- Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (Q2036881) (← links)
- On absolute continuity and singularity of multidimensional diffusions (Q2042787) (← links)
- Insider information and its relation with the arbitrage condition and the utility maximization problem (Q2045757) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- No-arbitrage concepts in topological vector lattices (Q2056240) (← links)
- A unifying view on some problems in probability and statistics (Q2066865) (← links)
- A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
- Monetary risk measures for stochastic processes via Orlicz duality (Q2145689) (← links)
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
- Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
- A characterization of martingale-equivalent mixed compound Poisson processes (Q2240832) (← links)
- Detecting bubbles in bitcoin price dynamics via \textit{market exuberance} (Q2241076) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← links)
- FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
- Portfolio optimization under convex incentive schemes (Q2255013) (← links)
- A comparison of two no-arbitrage conditions (Q2259241) (← links)
- In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
- Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency (Q2273972) (← links)
- Fair valuation of insurance liability cash-flow streams in continuous time: theory (Q2273988) (← links)
- Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
- Pricing under dynamic risk measures (Q2278417) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles (Q2309772) (← links)
- Asymptotic exponential arbitrage in the Schwartz commodity futures model (Q2330297) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- No arbitrage in a simple credit risk model (Q2349364) (← links)
- Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
