Pages that link to "Item:Q1340170"

The following pages link to A general version of the fundamental theorem of asset pricing (Q1340170):

Displaying 50 items.

• Strong asymptotic arbitrage in the large fractional binary market (Q253102) (← links)
• Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
• Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
• Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
• A general HJM framework for multiple yield curve modelling (Q287657) (← links)
• Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
• Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
• Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• Benchmarking in two price financial markets (Q315468) (← links)
• A tractable interest rate model with explicit monetary policy rates (Q322788) (← links)
• Polynomial diffusions and applications in finance (Q331360) (← links)
• No arbitrage of the first kind and local martingale numéraires (Q331366) (← links)
• Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
• Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
• A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
• Duality and convergence for binomial markets with friction (Q354186) (← links)
• Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
• On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
• Convergence in measure under finite additivity (Q369386) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
• Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
• On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
• Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723) (← links)
• Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468) (← links)
• Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
• Best constants in the weak type inequalities for a martingale conditional square function (Q433566) (← links)
• Consistent price systems in multiasset markets (Q448327) (← links)
• Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
• On arbitrages arising with honest times (Q457179) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
• A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
• Absence of arbitrage in a general framework (Q470679) (← links)
• Negative call prices (Q470687) (← links)
• Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
• Abstract, classic, and explicit turnpikes (Q471171) (← links)
• On the hedging of options on exploding exchange rates (Q471173) (← links)
• The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
• Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
• Option pricing with quadratic volatility: a revisit (Q483708) (← links)
• The efficient hedging problem for American options (Q483722) (← links)
• Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization (Q483931) (← links)
• Robust pricing and hedging of double no-touch options (Q483935) (← links)
• Existence of an endogenously complete equilibrium driven by a diffusion (Q486924) (← links)
• Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
• Optimal investment and price dependence in a semi-static market (Q486934) (← links)
• Hedging of long term zero-coupon bonds in a market model with reinvestment risk (Q487615) (← links)
• Sharp \(L^1(\ell^q)\) estimate for a sequence and its predictable projection (Q491699) (← links)