THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423): Difference between revisions

@@ Property / author @@
-Robert A. Jarrow
@@ Property / author: Robert A. Jarrow / rank @@
-Normal rank
@@ Property / author @@
-Philip E. Protter
@@ Property / author: Philip E. Protter / rank @@
-Normal rank
@@ Property / author @@
+Robert A. Jarrow
@@ Property / author: Robert A. Jarrow / rank @@
+Normal rank
@@ Property / author @@
+Philip E. Protter
@@ Property / author: Philip E. Protter / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/mafi.12013
+Normal rank
@@ Property / OpenAlex ID @@
+W1898525909
@@ Property / OpenAlex ID: W1898525909 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Diverse beliefs
@@ Property / cites work: Diverse beliefs / 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 @@
+Hedging contingent claims with constrained portfolios
+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 @@
+Bubbles, convexity and the Black-Scholes equation
@@ Property / cites work: Bubbles, convexity and the Black-Scholes equation / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+A stochastic calculus model of continuous trading: Complete markets
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q3866874
@@ Property / cites work: Q3866874 / rank @@
+Normal rank
@@ Property / cites work @@
+FORWARD AND FUTURES PRICES WITH BUBBLES
@@ Property / cites work: FORWARD AND FUTURES PRICES WITH BUBBLES / 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 @@
+ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
+Normal rank
@@ Property / cites work @@
+The numéraire portfolio in semimartingale financial models
+Normal rank
@@ Property / cites work @@
+A generalized clark representation formula, with application to optimal portfolios
+Normal rank
@@ Property / cites work @@
+PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING
+Normal rank
@@ Property / cites work @@
+On the martingale property of certain local martingales
+Normal rank
@@ Property / cites work @@
+The Dalang-Morton-Willinger theorem under cone constraints.
+Normal rank
@@ Property / cites work @@
+Analysis of continuous strict local martingales via \(h\)-transforms
+Normal rank
@@ Property / cites work @@
+The fundamental theorem of asset pricing with cone constraints
+Normal rank
@@ Property / cites work @@
+The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions
+Normal rank
@@ Property / cites work @@
+HEDGING UNDER ARBITRAGE
@@ Property / cites work: HEDGING UNDER ARBITRAGE / rank @@
+Normal rank
@@ Property / cites work @@
+On the existence of equivalent \(\tau\)-measures in finite discrete time
+Normal rank