Pages that link to "Item:Q2563937"
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The following pages link to A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937):
Displaying 25 items.
- Strong asymptotic arbitrage in the large fractional binary market (Q253102) (← links)
- New existence theorems for quasi-variational inequalities and applications to financial models (Q322667) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- Free lunch large financial markets with continuous price processes (Q1429114) (← links)
- Local prelimit theorems and their applications to finance (Q1585526) (← links)
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- A one-sided Vysochanskii-Petunin inequality with financial applications (Q2239880) (← links)
- Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
- Arbitrage and state price deflators in a general intertemporal framework (Q2571924) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- CRITICAL TRANSACTION COSTS AND 1-STEP ASYMPTOTIC ARBITRAGE IN FRACTIONAL BINARY MARKETS (Q2947342) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- A note on completeness in large financial markets (Q4827315) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- From small markets to big markets (Q4989142) (← links)
- (Q5044308) (← links)
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- The theorem of Halmos and Savage under finite additivity (Q5964408) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Pricing of contingent claims in large markets (Q6659481) (← links)
