The following pages link to (Q4892362):
Displaying 39 items.
- Relative asset price bubbles (Q315462) (← links)
- On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (Q737172) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- On optimal arbitrage (Q990375) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets (Q1007099) (← links)
- A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- A structural characterization of numéraires of convex sets of nonnegative random variables (Q1928543) (← links)
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- Uniform integrability and local convexity in \(\mathbb L^0\) (Q2452472) (← links)
- On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
- Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
- On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
- Generalized statistical arbitrage concepts and related gain strategies (Q6054359) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)
- Pricing of contingent claims in large markets (Q6659481) (← links)
