The following pages link to (Q4225849):
Displaying 26 items.
- Relative asset price bubbles (Q315462) (← links)
- Negative call prices (Q470687) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
- Balance, growth and diversity of financial markets (Q665825) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
- No arbitrage in continuous financial markets (Q2190064) (← links)
- No arbitrage and lead-lag relationships (Q2273697) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- A fundamental theorem of asset pricing for large financial markets. (Q2707160) (← links)
- (Q3354421) (← links)
- NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT (Q3393967) (← links)
- ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253) (← links)
- A Simple Counterexample to Several Problems in the Theory of Asset Pricing (Q4213029) (← links)
- Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
- DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS (Q4608110) (← links)
- (Q4924345) (← links)
- THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE (Q5234014) (← links)
- On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← links)
- Financial models with defaultable numéraires (Q5743119) (← links)
- No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)
