Pages that link to "Item:Q2515900"
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The following pages link to Two versions of the fundamental theorem of asset pricing (Q2515900):
Displaying 13 items.
- Maximality and numéraires in convex sets of nonnegative random variables (Q491510) (← links)
- Finitely additive equivalent martingale measures (Q742102) (← links)
- A structural characterization of numéraires of convex sets of nonnegative random variables (Q1928543) (← links)
- A note on duality theorems in mass transportation (Q2209324) (← links)
- Equivalent or absolutely continuous probability measures with given marginals (Q2351201) (← links)
- Price operators analysis in \(L_p\)-spaces (Q2492715) (← links)
- A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937) (← links)
- Finitely additive mixtures of probability measures (Q2661276) (← links)
- On local convexity in \(\mathbb{L}^0\) and switching probability measures (Q2679273) (← links)
- Price uniqueness and fundamental theorem of asset pricing with finitely additive probabilities (Q2875260) (← links)
- (Q4225849) (← links)
- Envelopes of Joint Probabilities with Given Marginals Under Absolute Continuity or Equivalence Constraints (Q5348630) (← links)
- Finitely additive mass transportation (Q6565303) (← links)
