Pages that link to "Item:Q1915827"

The following pages link to On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827):

Displaying 11 items.

• The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
• Finitely additive equivalent martingale measures (Q742102) (← links)
• Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
• The fundamental theorem of asset pricing for unbounded stochastic processes (Q1271229) (← links)
• The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
• The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
• The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
• On martingale measures for stochastic processes with discrete time (Q2772019) (← links)
• (Q4536350) (← links)
• (Q4972753) (← links)
• THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)