The following pages link to Séminaire de Probabilités XXXVIII (Q4662404):
Displaying 12 items.
- A study of the absence of arbitrage opportunities without calculating the risk-neutral probability (Q508631) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts (Q1044195) (← links)
- Characterization of arbitrage-free markets (Q1774213) (← links)
- On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes (Q1957088) (← links)
- No-arbitrage symmetries (Q2148548) (← links)
- A comparison of two no-arbitrage conditions (Q2259241) (← links)
- The variation of financial arbitrage via the use of an information wave function (Q2426172) (← links)
- Note on no-arbitrage criteria (Q2836945) (← links)
- Integral representation in the theory of continuous trading (Q3707047) (← links)
- (Q4892362) (← links)
- (Q5325328) (← links)