scientific article; zbMATH DE number 796435
From MaRDI portal
zbMath0834.60045MaRDI QIDQ4845592
Dmitry Kramkov, Youri M.Kabanov
Publication date: 21 February 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
A general version of the fundamental theorem of asset pricing, COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION, On the existence of equivalent \(\tau\)-measures in finite discrete time, The Dalang-Morton-Willinger theorem under cone constraints., Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions, Equivalent martingale measures and no-arbitrage, Equivalent martingale measures and no-arbitrage, Valuation before and after tax in the discrete time, finite state no arbitrage model, Asymptotic arbitrage with small transaction costs, Arbitrage and control problems in finance. A presentation, The Harrison-Pliska arbitrage pricing theorem under transaction costs, Special issue: Arbitrage and control problems in finance, Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets, The fundamental theorem of asset pricing with cone constraints, Projective system approach to the martingale characterization of the absence of arbitrage