Pages that link to "Item:Q4372021"
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The following pages link to MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (Q4372021):
Displaying 44 items.
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
- No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- In discrete time a local martingale is a martingale under an equivalent probability measure (Q1003343) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- Dominated families of martingale, supermartingale and quasimartingale laws (Q1272172) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- A remark on arbitrage and martingale measure (Q1318889) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Profitability in a multiple strategy market (Q1417728) (← links)
- Free lunch large financial markets with continuous price processes (Q1429114) (← links)
- Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)
- Local martingales in discrete time (Q1748587) (← links)
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984) (← links)
- Equivalent martingale measures for large financial markets in discrete time (Q1880250) (← links)
- On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) (← links)
- An Italian perspective on the development of financial mathematics from 1992 to 2008 (Q2072109) (← links)
- Characterisation of \(L^0\)-boundedness for a general set of processes with no strictly positive element (Q2121072) (← links)
- The supermartingale property of the optimal wealth process for general semimartingales (Q2463714) (← links)
- Competitive prices for a stochastic input-output model with infinite time horizon (Q2472442) (← links)
- A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937) (← links)
- Arbitrage and state price deflators in a general intertemporal framework (Q2571924) (← links)
- No free lunch for markets with multiple numéraires (Q2686002) (← links)
- LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487) (← links)
- On discretizations of cumulative distribution functions (Q3087898) (← links)
- APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES (Q3125788) (← links)
- Martingale Measures For A Class of Right‐Continuous Processes (Q4371999) (← links)
- A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011) (← links)
- Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
- Equivalent martingale measures and no-arbitrage (Q4885236) (← links)
- Equivalent martingale measures and no-arbitrage (Q4885245) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting (Q5131239) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
