Pages that link to "Item:Q677675"
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The following pages link to The Banach space of workable contingent claims in arbitrage theory (Q677675):
Displaying 28 items.
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197) (← links)
- Optimal investment in incomplete markets when wealth may become negative. (Q1872427) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Overview of utility-based valuation (Q2324150) (← links)
- Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
- Pricing and valuation under the real-world measure (Q2797876) (← links)
- OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275) (← links)
- STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS (Q3084602) (← links)
- ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586) (← links)
- Pricing with non-smooth utility function (Q3396066) (← links)
- CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE” (Q4571704) (← links)
- A characterization of the set of local martingale measures (Q4687208) (← links)
- THE MEANING OF MARKET EFFICIENCY (Q4906537) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- Stability of the Indirect Utility Process (Q4999900) (← links)
- Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration (Q5095747) (← links)
- THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE (Q5234014) (← links)
- DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191) (← links)
- No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)