Pages that link to "Item:Q1762864"
From MaRDI portal
The following pages link to Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864):
Displaying 7 items.
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Call completeness implies completeness in the \(n\)-period model of a financial market (Q854278) (← links)
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440) (← links)
- A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- (Q4797698) (← links)
- On the support of extremal martingale measures with given marginals: the countable case (Q5203949) (← links)