Numéraire-invariant preferences in financial modeling (Q1958497): Difference between revisions

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+The Shannon information of filtrations and the additional logarithmic utility of insiders
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+Hedging of contingent claims and maximum price
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+The numéraire portfolio in semimartingale financial models
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+Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
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+The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling
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+Convex compactness and its applications
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