Pages that link to "Item:Q4827315"
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The following pages link to A note on completeness in large financial markets (Q4827315):
Displaying 11 items.
- Call completeness implies completeness in the \(n\)-period model of a financial market (Q854278) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- Mean-Variance Hedging in Large Financial Markets (Q3651643) (← links)
- (Q4359434) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- (Q4797698) (← links)