The following pages link to The mathematics of arbitrage (Q2493436):
Displaying 50 items.
- Relative Entropy Criterion and CAPM-Like Pricing (Q4606785) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk (Q4609028) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- Market Price of Insurance Risk Implied by Catastrophe Derivatives (Q5022541) (← links)
- On the Valuation of Discrete Asian Options in High Volatility Environments (Q5041837) (← links)
- (Q5044308) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- Quantification of risk in classical models of finance (Q5068069) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)
- Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration (Q5095747) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- The implied Sharpe ratio (Q5139210) (← links)
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
- The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
- Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
- FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES (Q5247426) (← links)
- Liquidity Suppliers and High Frequency Trading (Q5250043) (← links)
- PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING (Q5265242) (← links)
- About Arbitrage and Holonomy (Q5278172) (← links)
- An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)
- Option Pricing with Threshold Diffusion Processes (Q5379177) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
- VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (Q5411986) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Convex Hedging in Incomplete Markets (Q5440091) (← links)
- Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (Q5743536) (← links)
- Monotone utility convergence (Q5754675) (← links)
- Model Uncertainty: A Reverse Approach (Q5868802) (← links)
- Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
- Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
- BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO (Q5889362) (← links)
- Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
- Generalized statistical arbitrage concepts and related gain strategies (Q6054359) (← links)
- A machine learning approach to portfolio pricing and risk management for high‐dimensional problems (Q6054432) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- Limits of semistatic trading strategies (Q6054450) (← links)
- The insider trading problem in a jump-binomial model (Q6067797) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- Exploiting arbitrage requires short selling (Q6078117) (← links)
- Exposure valuations and their capital requirements (Q6078123) (← links)
- Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting (Q6099394) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
- No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)
- Solving maxmin optimization problems via population games (Q6536843) (← links)
- Short communication: utility-based acceptability indices (Q6557365) (← links)
- A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)
