Pages that link to "Item:Q1880250"
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The following pages link to Equivalent martingale measures for large financial markets in discrete time (Q1880250):
Displaying 19 items.
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- A remark on arbitrage and martingale measure (Q1318889) (← links)
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) (← links)
- On long-term arbitrage opportunities in Markovian models of financial markets (Q1931649) (← links)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- Supermartingale deflators in the absence of a numéraire (Q2230766) (← links)
- Asymptotic arbitrage in fractional mixed markets (Q2326514) (← links)
- A note on the mean-variance criteria for discrete time financial markets (Q2508065) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- Martingale measures and hedging for discrete-time financial markets (Q2757607) (← links)
- LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487) (← links)
- Mean-reverting discrete time market models: speculative opportunities and absence of arbitrage (Q3166329) (← links)
- Equivalent supermartingale densities and measures in discrete time infinite horizon market models (Q3556748) (← links)
- (Q5325328) (← links)
- Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size (Q5391432) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)
- Robust asymptotic insurance-finance arbitrage (Q6649326) (← links)
