Pages that link to "Item:Q3008487"
From MaRDI portal
The following pages link to LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487):
Displaying 16 items.
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Consistency among trading desks (Q854281) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- State tameness: a new approach for credit constrains (Q1768216) (← links)
- On the law of one price (Q1776018) (← links)
- On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) (← links)
- Price operators analysis in \(L_p\)-spaces (Q2492715) (← links)
- On equivalent martingale measures with bounded densities (Q2725601) (← links)
- Pricing functionals and pricing measures (Q2790459) (← links)
- An alternative axiomatic characterisation of pricing operators (Q2956524) (← links)
- Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
- (Q3515579) (← links)
- Equivalent supermartingale densities and measures in discrete time infinite horizon market models (Q3556748) (← links)