Pages that link to "Item:Q1387768"
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The following pages link to Local martingales and the fundamental asset pricing theorems in the discrete-time case (Q1387768):
Displaying 17 items.
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- Enlargement of Filtration in Discrete Time (Q5132612) (← links)
- (Q5143140) (← links)
- Local and True Martingales in Discrete Time (Q5198650) (← links)
- On the support of extremal martingale measures with given marginals: the countable case (Q5203949) (← links)
- (Q5240348) (← links)
- On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
- A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints (Q5883333) (← links)
- The Harrison-Pliska arbitrage pricing theorem under transaction costs (Q5939294) (← links)
- Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
- Dynamic programming in convex stochastic optimization (Q6178244) (← links)
- A Note on Transition Kernels for the Most Unfavourable Mixed Strategies of the Market (Q6495219) (← links)
- Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation (Q6495228) (← links)
- A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)
