Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948): Difference between revisions

@@ Property / cites work @@
+Martingale laws, densities and decomposition of Föllmer-Schweizer
+Normal rank
@@ Property / cites work @@
+Q4279442
@@ Property / cites work: Q4279442 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4279441
@@ Property / cites work: Q4279441 / rank @@
+Normal rank
@@ Property / cites work @@
+The numeraire portfolio for unbounded semimartingale
+Normal rank
@@ Property / cites work @@
+Real-world jump-diffusion term structure models
@@ Property / cites work: Real-world jump-diffusion term structure models / rank @@
+Normal rank
@@ Property / cites work @@
+No Arbitrage and the Growth Optimal Portfolio
@@ Property / cites work: No Arbitrage and the Growth Optimal Portfolio / 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 @@
+Q4365245
@@ Property / cites work: Q4365245 / rank @@
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+Arbitrage possibilities in Bessel processes and their relations to local martingales
+Normal rank
@@ Property / cites work @@
+The existence of absolutely continuous local martingale measures
+Normal rank
@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Portfolio Theory: an Overview
@@ Property / cites work: Stochastic Portfolio Theory: an Overview / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation
+Normal rank
@@ Property / cites work @@
+The Economic Plausibility of Strict Local Martingales in Financial Modelling
+Normal rank
@@ Property / cites work @@
+M6—On Minimal Market Models and Minimal Martingale Measures
+Normal rank
@@ Property / cites work @@
+Hedging contingent claims on semimartingales
@@ Property / cites work: Hedging contingent claims on semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q5506186
@@ Property / cites work: Q5506186 / rank @@
+Normal rank
@@ Property / cites work @@
+ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
@@ Property / cites work: ASSET PRICE BUBBLES IN INCOMPLETE MARKETS / rank @@
+Normal rank
@@ Property / cites work @@
+Q4251567
@@ Property / cites work: Q4251567 / rank @@
+Normal rank
@@ Property / cites work @@
+The numéraire portfolio in semimartingale financial models
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing
+Normal rank
@@ Property / cites work @@
+Market viability via absence of arbitrage of the first kind
+Normal rank
@@ Property / cites work @@
+A necessary and sufficient condition for absence of arbitrage with tame portfolios
+Normal rank
@@ Property / cites work @@
+Local martingales, arbitrage, and viability. Free snacks and cheap thrills
+Normal rank
@@ Property / cites work @@
+State tameness: a new approach for credit constrains
+Normal rank
@@ Property / cites work @@
+Arbitrage in continuous complete markets
@@ Property / cites work: Arbitrage in continuous complete markets / rank @@
+Normal rank
@@ Property / cites work @@
+A BENCHMARK APPROACH TO FINANCE
@@ Property / cites work: A BENCHMARK APPROACH TO FINANCE / rank @@
+Normal rank
@@ Property / cites work @@
+A benchmark approach to quantitative finance
@@ Property / cites work: A benchmark approach to quantitative finance / rank @@
+Normal rank
@@ Property / cites work @@
+A benchmark approach to filtering in finance
@@ Property / cites work: A benchmark approach to filtering in finance / rank @@
+Normal rank
@@ Property / cites work @@
+A benchmark approach to portfolio optimization under partial information
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+HEDGING UNDER ARBITRAGE
@@ Property / cites work: HEDGING UNDER ARBITRAGE / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale densities for general asset prices
@@ Property / cites work: Martingale densities for general asset prices / rank @@
+Normal rank
@@ Property / cites work @@
+On the minimal martingale measure and the möllmer-schweizer decomposition
+Normal rank
@@ Property / cites work @@
+Characterization of arbitrage-free markets
@@ Property / cites work: Characterization of arbitrage-free markets / rank @@
+Normal rank