Pages that link to "Item:Q1676595"
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The following pages link to On complete securities markets and the martingale property of securities prices (Q1676595):
Displaying 12 items.
- Securities market theory: possession, repo and rehypothecation (Q413489) (← links)
- Dynamic versus one-period completeness in event-tree security markets (Q852339) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- A convenient way to characterize equivalent martingale measures in incomplete markets (Q1567084) (← links)
- Existence of equivalent martingale measures in finite dimensional securities markets (Q1920942) (← links)
- Description martingale measures for a single evolution of risky assets (Q2818994) (← links)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES (Q3125788) (← links)
- A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (Q4345913) (← links)
- ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION (Q4372023) (← links)