Pages that link to "Item:Q2575816"

The following pages link to Super-replication and utility maximization in large financial markets (Q2575816):

Displaying 26 items.

• On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
• Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
• Risk-neutral pricing for arbitrage pricing theory (Q779871) (← links)
• On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes (Q1957088) (← links)
• BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135) (← links)
• Stochastic integration with respect to cylindrical semimartingales (Q2076630) (← links)
• A theory of stochastic integration for bond markets (Q2496508) (← links)
• Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
• On optimal strategies for utility maximizers in the arbitrage pricing model (Q2836218) (← links)
• (Q3154979) (← links)
• A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets (Q3178725) (← links)
• Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
• On the super-replicating approach when trading a derivative is limited (Q3502189) (← links)
• Mean-Variance Hedging in Large Financial Markets (Q3651643) (← links)
• UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
• INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044) (← links)
• A note on super-replicating strategies (Q4698068) (← links)
• From small markets to big markets (Q4989142) (← links)
• A PRACTICAL ALGORITHM TO DETECT SUPEREXPONENTIAL BEHAVIOR IN FINANCIAL ASSET PRICE RETURNS (Q5048584) (← links)
• On utility maximization without passing by the dual problem (Q5086453) (← links)
• Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration (Q5095747) (← links)
• Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709) (← links)
• A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting (Q5131239) (← links)
• PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)
• Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance (Q6591579) (← links)
• Pricing of contingent claims in large markets (Q6659481) (← links)