Pages that link to "Item:Q4372011"
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The following pages link to A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011):
Displaying 11 items.
- Martingale measures in the market with restricted information (Q868406) (← links)
- Financial Giffen goods: Examples and counterexamples (Q933535) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Financial markets with a large trader (Q1704151) (← links)
- Arbitrage possibilities in Bessel processes and their relations to local martingales (Q1895852) (← links)
- THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715) (← links)
- A SHOT NOISE MODEL FOR FINANCIAL ASSETS (Q3520395) (← links)
- A Simple Counterexample to Several Problems in the Theory of Asset Pricing (Q4213029) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
