Pages that link to "Item:Q740193"
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The following pages link to Information, no-arbitrage and completeness for asset price models with a change point (Q740193):
Displaying 6 items.
- No arbitrage in continuous financial markets (Q2190064) (← links)
- Semiparametric test for multiple change-points based on empirical likelihood (Q4976235) (← links)
- Semiparametric method for detecting multiple change points model in financial time series (Q5160204) (← links)
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
- Utility maximization under risk constraints and incomplete information for a market with a change point (Q5373913) (← links)
- The martingale problem method revisited (Q6165214) (← links)