Pages that link to "Item:Q4727935"
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The following pages link to The analysis of finite security markets using martingales (Q4727935):
Displaying 22 items.
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- Simulation and optimization approaches to scenario tree generation (Q953641) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- On complete securities markets and the martingale property of securities prices (Q1676595) (← links)
- Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: from Knightian uncertainty to risk (Q1741766) (← links)
- Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984) (← links)
- On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) (← links)
- Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
- Competitive prices for a stochastic input-output model with infinite time horizon (Q2472442) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (Q4345913) (← links)
- A Nonstandard Approach to Option Pricing (Q4345916) (← links)
- From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003) (← links)
- On hedging in finite security markets (Q4541574) (← links)
- Maxentropic construction of risk neutral measures: discrete market models (Q4784302) (← links)
- A note on finite securities market models (Q4859230) (← links)
- (Q5227506) (← links)
- A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)
