Diversity and arbitrage in a regulatory breakup model (Q635965): Difference between revisions

@@ Property / OpenAlex ID @@
+W3123415023
@@ Property / OpenAlex ID: W3123415023 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5650
@@ Property / arXiv ID: 1003.5650 / rank @@
+Normal rank
@@ Property / cites work @@
+Local martingales, bubbles and option prices
@@ Property / cites work: Local martingales, bubbles and option prices / rank @@
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+The fundamental theorem of asset pricing for unbounded stochastic processes
+Normal rank
@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Short-term relative arbitrage in volatility-stabilized markets
+Normal rank
@@ Property / cites work @@
+On optimal arbitrage
@@ Property / cites work: On optimal arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+On the diversity of equity markets
@@ Property / cites work: On the diversity of equity markets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4531968
@@ Property / cites work: Q4531968 / rank @@
+Normal rank
@@ Property / cites work @@
+Relative arbitrage in volatility-stabilized markets
+Normal rank
@@ Property / cites work @@
+Stochastic Portfolio Theory: an Overview
@@ Property / cites work: Stochastic Portfolio Theory: an Overview / rank @@
+Normal rank
@@ Property / cites work @@
+Diversity and relative arbitrage in equity markets
+Normal rank
@@ Property / cites work @@
+The numéraire portfolio in semimartingale financial models
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage opportunities in diverse markets via a non-equivalent measure change
+Normal rank
@@ Property / cites work @@
+Analysis of continuous strict local martingales via \(h\)-transforms
+Normal rank
@@ Property / cites work @@
+Q5506186
@@ Property / cites work: Q5506186 / rank @@
+Normal rank
@@ Property / cites work @@
+ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
+Normal rank