Pages that link to "Item:Q6110753"
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The following pages link to No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (Q6110753):
Displaying 9 items.
- No double discount: condition-based simultaneity yields limited gain (Q418187) (← links)
- No arbitrage conditions for simple trading strategies (Q666439) (← links)
- Weak time-derivatives and no-arbitrage pricing (Q1788828) (← links)
- No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
- Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
- A comparison of two no-arbitrage conditions (Q2259241) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- A model‐free approach to continuous‐time finance (Q6054452) (← links)
- Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation (Q6495228) (← links)