Pages that link to "Item:Q997417"
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The following pages link to Market free lunch and large financial markets (Q997417):
Displaying 5 items.
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- Financial markets with a large trader (Q1704151) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- Pricing of contingent claims in large markets (Q6659481) (← links)