Pages that link to "Item:Q1916477"
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The following pages link to The existence of absolutely continuous local martingale measures (Q1916477):
Displaying 15 items.
- DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- Stochastic Integrals and Conditional Full Support (Q4933191) (← links)
- The Estimation of Leverage Effect With High-Frequency Data (Q4975343) (← links)
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- On Existence of Local Martingale Measures for Insiders who Can Stop at Honest Times (Q5293310) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)
- On the dual problem of utility maximization in incomplete markets (Q5965368) (← links)
- Relative arbitrage: Sharp time horizons and motion by curvature (Q6054367) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- Volatility measurement with pockets of extreme return persistence (Q6090561) (← links)
- Arbitrage problems with reflected geometric Brownian motion (Q6181515) (← links)
- Limit theorems for \(\sigma\)-localized Émery convergence (Q6652481) (← links)