Pages that link to "Item:Q5250038"
From MaRDI portal
The following pages link to Market Models with Optimal Arbitrage (Q5250038):
Displaying 11 items.
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Optimal market thickness (Q2123167) (← links)
- Arbitrage theory for non convex financial market models (Q2403708) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- On optimal strategies for utility maximizers in the arbitrage pricing model (Q2836218) (← links)
- Functional Portfolio Optimization in Stochastic Portfolio Theory (Q5080133) (← links)
- Insiders and Their Free Lunches: The Role of Short Positions (Q5097220) (← links)
- On the existence of sure profits via flash strategies (Q5226247) (← links)