Pages that link to "Item:Q1916477"

The following pages link to The existence of absolutely continuous local martingale measures (Q1916477):

Displaying 50 items.

• Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
• Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
• ANOVA for diffusions and Itō processes (Q449957) (← links)
• On arbitrages arising with honest times (Q457179) (← links)
• Implied and realized volatility: empirical model selection (Q470518) (← links)
• Necessary and sufficient conditions for the \(r\)-excessive local martingales to be martingales (Q507787) (← links)
• Optimal arbitrage under model uncertainty (Q657697) (← links)
• The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
• Simple arbitrage (Q691114) (← links)
• The existence of dominating local martingale measures (Q889615) (← links)
• Arbitrage et lois de martingale. (Arbitrage and martingale laws) (Q917160) (← links)
• On changes of measure in stochastic volatility models (Q937484) (← links)
• \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
• A remark on arbitrage and martingale measure (Q1318889) (← links)
• Financial options and statistical prediction intervals (Q1431433) (← links)
• Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
• The uniqueness class of continuous local martingales (Q1611502) (← links)
• General dynamic term structures under default risk (Q1615894) (← links)
• Financial markets with a large trader (Q1704151) (← links)
• Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
• The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634) (← links)
• Characterization of arbitrage-free markets (Q1774213) (← links)
• Additional logarithmic utility of an insider (Q1805770) (← links)
• Martingale representation theorems for initially enlarged filtrations. (Q1877525) (← links)
• A partial introduction to financial asset pricing theory. (Q1879511) (← links)
• Free lunch and arbitrage possibilities in a financial market model with an insider. (Q1879525) (← links)
• Conservative delta hedging. (Q1884835) (← links)
• Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
• Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
• BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135) (← links)
• Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
• The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints (Q2267519) (← links)
• Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
• On the structure of general mean-variance hedging strategies (Q2373572) (← links)
• A note on super-hedging for investor-producers (Q2392019) (← links)
• Arbitrage in skew Brownian motion models (Q2427806) (← links)
• The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
• Stability of utility-maximization in incomplete markets (Q2464860) (← links)
• Yan theorem in \(L^{\infty}\) with applications to asset pricing (Q2480082) (← links)
• The Shannon information of filtrations and the additional logarithmic utility of insiders (Q2496964) (← links)
• Progressive enlargements of filtrations with pseudo-honest times (Q2511557) (← links)
• Locally Ф-integrable σ-martingale densitiesfor general semimartingales (Q2803516) (← links)
• Small time central limit theorems for semimartingales with applications (Q2804007) (← links)
• Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
• The two fundamental theorems of asset pricing for a class of continuous-time financial markets (Q2875726) (← links)
• Absolutely continuous optimal martingale measures (Q3365772) (← links)
• No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
• SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS (Q3503048) (← links)
• Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing (Q3585329) (← links)
• Integral representation in the theory of continuous trading (Q3707047) (← links)