The following pages link to (Q4845604):
Displaying 46 items.
- Strong asymptotic arbitrage in the large fractional binary market (Q253102) (← links)
- No arbitrage of the first kind and local martingale numéraires (Q331366) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- Market viability via absence of arbitrage of the first kind (Q693030) (← links)
- Risk-neutral pricing for arbitrage pricing theory (Q779871) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- Arbitrage in stationary markets (Q1022419) (← links)
- Arbitrage and the flattening effect of large numbers (Q1381961) (← links)
- Free lunch large financial markets with continuous price processes (Q1429114) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Asymptotic arbitrage in large financial markets with friction (Q1938994) (← links)
- On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes (Q1957088) (← links)
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
- Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
- Exponentially concave functions and high dimensional stochastic portfolio theory (Q2274294) (← links)
- Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
- Asymptotic pricing in large financial markets (Q2466791) (← links)
- A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937) (← links)
- Arbitrage and state price deflators in a general intertemporal framework (Q2571924) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets (Q3178725) (← links)
- Yield Curve Smoothing and Residual Variance of Fixed Income Positions (Q4561934) (← links)
- Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models (Q4607058) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- From small markets to big markets (Q4989142) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709) (← links)
- A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting (Q5131239) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- The Black–Scholes equation in the presence of arbitrage (Q6158381) (← links)
- Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance (Q6591579) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Arbitrage theory in a market of stochastic dimension (Q6641075) (← links)
- Robust asymptotic insurance-finance arbitrage (Q6649326) (← links)
- Pricing of contingent claims in large markets (Q6659481) (← links)
