The following pages link to (Q4218385):
Displaying 5 items.
- Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← links)
- Semimartingales and Hedging in Incomplete Markets (Q4007635) (← links)
- Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models (Q4610206) (← links)
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications (Q4729224) (← links)
- Semimartingale theory of monotone mean–variance portfolio allocation (Q5855952) (← links)