Pages that link to "Item:Q917160"
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The following pages link to Arbitrage et lois de martingale. (Arbitrage and martingale laws) (Q917160):
Displaying 39 items.
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- Intertemporal asset pricing and the marginal utility of wealth (Q553533) (← links)
- Finitely additive equivalent martingale measures (Q742102) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- Dominated families of martingale, supermartingale and quasimartingale laws (Q1272172) (← links)
- \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
- A remark on arbitrage and martingale measure (Q1318889) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- No arbitrage condition for positive diffusion price processes (Q1421688) (← links)
- Arbitrage possibilities in Bessel processes and their relations to local martingales (Q1895852) (← links)
- Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
- Explicit description of all deflators for market models under random horizon with applications to NFLVR (Q2157327) (← links)
- No arbitrage and closure results for trading cones with transaction costs (Q2271722) (← links)
- Structure condition under initial enlargement of filtration (Q2360964) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Yan theorem in \(L^{\infty}\) with applications to asset pricing (Q2480082) (← 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)
- On martingale measures for stochastic processes with discrete time (Q2772019) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- Martingale Measures For A Class of Right‐Continuous Processes (Q4371999) (← links)
- LARGE PLATONIC MARKETS WITH DELAYS (Q5061501) (← links)
- A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting (Q5131239) (← links)
- The equivalent martingale measure conditions in a general model for interest rates (Q5694151) (← links)
- From actuarial to financial valuation principles (Q5938026) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- The Harrison-Pliska arbitrage pricing theorem under transaction costs (Q5939294) (← links)
- Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← links)
- Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- Representation for martingales living after a random time with applications (Q6134135) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)
