Asymptotic pricing in large financial markets (Q2466791): Difference between revisions

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+W2015632819
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+.06582
@@ Property / arXiv ID: 1512.06582 / rank @@
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@@ Property / cites work @@
+The fundamental theorem of asset pricing for unbounded stochastic processes
+Normal rank
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+Optional decomposition and Lagrange multipliers
@@ Property / cites work: Optional decomposition and Lagrange multipliers / rank @@
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+Optional decompositions under constraints
@@ Property / cites work: Optional decompositions under constraints / rank @@
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+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
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+Q3774629
@@ Property / cites work: Q3774629 / rank @@
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+Local martingales and the fundamental asset pricing theorems in the discrete-time case
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+Q4845604
@@ Property / cites work: Q4845604 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic arbitrage in large financial markets
@@ Property / cites work: Asymptotic arbitrage in large financial markets / rank @@
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+A Fundamental Theorem of Asset Pricing for Large Financial Markets
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@@ Property / cites work @@
+Q4384413
@@ Property / cites work: Q4384413 / rank @@
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@@ Property / cites work @@
+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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