Pages that link to "Item:Q5739191"
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The following pages link to DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191):
Displaying 12 items.
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Conditional Davis pricing (Q784731) (← links)
- No arbitrage: On the work of David Kreps (Q1863747) (← links)
- OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275) (← links)
- Optimal consumption of multiple goods in incomplete markets (Q4555291) (← links)
- A remark on the set of arbitrage‐free prices in a multi‐period model (Q4583967) (← links)
- SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS (Q4673846) (← links)
- Introduction to a theory of value coherent with the no-arbitrage principle (Q5926468) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- The information premium on a finite probability space (Q6585958) (← links)
- Pricing of contingent claims in large markets (Q6659481) (← links)