The following pages link to The mathematics of arbitrage (Q2493436):
Displaying 50 items.
- Banach geometry of financial market models (Q2399521) (← links)
- Arbitrage theory for non convex financial market models (Q2403708) (← links)
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- On the (in-)dependence between financial and actuarial risks (Q2443231) (← links)
- Continuous time trading of a small investor in a limit order market (Q2444632) (← links)
- Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- On certain exponential regularity for Gaussian processes (Q2463673) (← links)
- Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035) (← links)
- A note on the CIR process and the existence of equivalent martingale measures (Q2482116) (← links)
- Finitely additive mixtures of probability measures (Q2661276) (← links)
- On stablecoin price processes and arbitrage (Q2670828) (← links)
- No free lunch for markets with multiple numéraires (Q2686002) (← links)
- Arbitrage theory (Q2771099) (← links)
- Robust no arbitrage of the second kind with a continuum of assets and proportional transaction costs (Q2797754) (← links)
- Locally Ф-integrable σ-martingale densitiesfor general semimartingales (Q2803516) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Price uniqueness and fundamental theorem of asset pricing with finitely additive probabilities (Q2875260) (← links)
- Convex risk measures for good deal bounds (Q2875725) (← links)
- The two fundamental theorems of asset pricing for a class of continuous-time financial markets (Q2875726) (← links)
- A dysfunctional role of high frequency trading in electronic markets (Q2892980) (← links)
- The multivariate Black \& Scholes market: conditions for completeness and no-arbitrage (Q2923401) (← links)
- Diversity and No Arbitrage (Q2929468) (← links)
- MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES (Q2941058) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- COHERENT FOREIGN EXCHANGE MARKET MODELS (Q2970322) (← links)
- GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- Conditional Full Support of Gaussian Processes with Stationary Increments (Q3014992) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- Characterizing Attainable Claims: A New Proof (Q3067842) (← links)
- Parametric Estimation of Risk Neutral Density Functions (Q3112461) (← links)
- NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
- An Analytical Valuation Framework for Financial Assets with Trading Suspensions (Q3295872) (← links)
- Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
- Choquet integration on Riesz spaces and dual comonotonicity (Q3450277) (← links)
- ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL (Q3467601) (← links)
- HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? (Q3502130) (← links)
- OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
- Utility maximization in a jump market model (Q3612251) (← links)
- Dynamic Hedging of Counterparty Exposure (Q4561926) (← links)
- Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
- Robust Utility Maximization in Discrete-Time Markets with Friction (Q4563374) (← links)
- Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
- An axiomatic approach to the valuation of cash flows (Q4576835) (← links)
- Randomized versions of Mazur lemma and Krein-Smulian theorem (Q4583051) (← links)
- Mathematical foundation of the replicating portfolio approach (Q4583616) (← links)
- Options Prices in Incomplete Markets (Q4606385) (← links)
