On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311): Difference between revisions

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scientific article; zbMATH DE number 2116004

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English	On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria	scientific article; zbMATH DE number 2116004

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instance of

scholarly article

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title

On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (English)

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16 November 2004

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full work available at URL

http://hdl.handle.net/10419/22845

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MaRDI profile type

MaRDI publication profile

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cites work

No Arbitrage in Discrete Time Under Portfolio Constraints

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Equivalent martingale measures and no-arbitrage in stochastic securities market models

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Optional decompositions under constraints

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Martingales and stochastic integrals in the theory of continuous trading

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Functional analysis and time optimal control

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Local martingales and the fundamental asset pricing theorems in the discrete-time case

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The Harrison-Pliska arbitrage pricing theorem under transaction costs

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On the pricing of contingent claims under constraints

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Arbitrage and equilibrium in economies with infinitely many commodities

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Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints

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The fundamental theorem of asset pricing with cone constraints

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Convex Analysis

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A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time

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The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time

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Identifiers

zbMATH Open document ID

1137.91443

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DOI

10.1111/j.0960-1627.2004.00189.x

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4827311

@@ Property / cites work @@
+No Arbitrage in Discrete Time Under Portfolio Constraints
+Normal rank
@@ Property / cites work @@
+Equivalent martingale measures and no-arbitrage in stochastic securities market models
+Normal rank
@@ Property / cites work @@
+Optional decompositions under constraints
@@ Property / cites work: Optional decompositions under constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Functional analysis and time optimal control
@@ Property / cites work: Functional analysis and time optimal control / rank @@
+Normal rank
@@ Property / cites work @@
+Local martingales and the fundamental asset pricing theorems in the discrete-time case
+Normal rank
@@ Property / cites work @@
+The Harrison-Pliska arbitrage pricing theorem under transaction costs
+Normal rank
@@ Property / cites work @@
+On the pricing of contingent claims under constraints
+Normal rank
@@ Property / cites work @@
+Arbitrage and equilibrium in economies with infinitely many commodities
+Normal rank
@@ Property / cites work @@
+Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints
+Normal rank
@@ Property / cites work @@
+The fundamental theorem of asset pricing with cone constraints
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
+Normal rank
@@ Property / cites work @@
+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
+Normal rank