Pages that link to "Item:Q2757303"
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The following pages link to The second fundamental theorem of asset pricing (Q2757303):
Displaying 16 items.
- Spanning with indexes (Q406270) (← links)
- Options and efficiency in spaces of bounded claims (Q990300) (← links)
- Option spanning with exogenous information structure (Q999735) (← links)
- Hedging contingent claims on semimartingales (Q1297912) (← links)
- Linear and nonlinear price decentralization (Q1772666) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Semi-nonparametric approximation and index options (Q2292040) (← links)
- A note on spanning with options (Q2381463) (← links)
- A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936) (← links)
- Sufficient Poisson jump diffusion market models revisited (Q2759032) (← links)
- The two fundamental theorems of asset pricing for a class of continuous-time financial markets (Q2875726) (← links)
- Market completeness: A return to order (Q3151205) (← links)
- (Q4225849) (← links)
- The second fundamental theorem of positive economics (Q4583378) (← links)
- A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing (Q5189716) (← links)
- THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE (Q5234014) (← links)