Pages that link to "Item:Q2505489"
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The following pages link to A note on lower bounds of martingale measure densities (Q2505489):
Displaying 7 items.
- A martingale bound for the entropy associated with a trimmed filtration on \(\mathbb{R}^d\) (Q341089) (← links)
- A unifying view on some problems in probability and statistics (Q2066865) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487) (← links)
- (Q3530147) (← links)
- (Q4802412) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)