Pages that link to "Item:Q3125788"
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The following pages link to APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES (Q3125788):
Displaying 13 items.
- On the probability of completeness for large markets (Q645275) (← links)
- A secret to create a complete market from an incomplete market (Q990426) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
- A measure-theoretic approach to completeness of financial markets (Q1771302) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936) (← links)
- The second fundamental theorem of asset pricing (Q2757303) (← links)
- Pricing and valuation under the real-world measure (Q2797876) (← links)
- OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS (Q3126239) (← links)
- Universal and complete sets in martingale theory (Q5109230) (← links)
