NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT (Q3393967): Difference between revisions

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+Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
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+General Arbitrage Pricing Model: I – Probability Approach
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+A general version of the fundamental theorem of asset pricing
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+Arbitrage possibilities in Bessel processes and their relations to local martingales
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Minimal entropy preserves the Lévy property: how and why
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+Optimal Sure Portfolio Plans
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+Esscher transforms and the minimal entropy martingale measure for exponential Lévy models
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Q4937701
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+Q4225849
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+Publication:3393967