The following pages link to (Q4251567):
Displaying 42 items.
- Drift operator in a viable expansion of information flow (Q288832) (← links)
- No arbitrage of the first kind and local martingale numéraires (Q331366) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- Market viability via absence of arbitrage of the first kind (Q693030) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- The fundamental theorem of asset pricing for unbounded stochastic processes (Q1271229) (← links)
- Free lunch large financial markets with continuous price processes (Q1429114) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- No-arbitrage concepts in topological vector lattices (Q2056240) (← links)
- Characterisation of \(L^0\)-boundedness for a general set of processes with no strictly positive element (Q2121072) (← links)
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
- Supermartingale deflators in the absence of a numéraire (Q2230766) (← links)
- No-arbitrage under additional information for thin semimartingale models (Q2274293) (← links)
- Arbitrage theory for non convex financial market models (Q2403708) (← links)
- No-arbitrage up to random horizon for quasi-left-continuous models (Q2412394) (← links)
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (Q2798580) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets (Q3178725) (← links)
- On the Existence of Minimax Martingale Measures (Q4548067) (← links)
- Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
- A Time Before Which Insiders Would not Undertake Risk (Q4561940) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
- Martingale representation processes and applications in the market viability under information flow expansion (Q4606387) (← links)
- Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration (Q5095747) (← links)
- Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality (Q5097173) (← links)
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709) (← links)
- A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting (Q5131239) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- Risk measures under model uncertainty: a Bayesian viewpoint (Q6147108) (← links)
- The Black–Scholes equation in the presence of arbitrage (Q6158381) (← links)
- No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)
- Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance (Q6591579) (← links)
- Arbitrage theory in a market of stochastic dimension (Q6641075) (← links)
