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

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+Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup>
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+Diverse beliefs
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+Local martingales, bubbles and option prices
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+Hedging contingent claims with constrained portfolios
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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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+Bubbles, convexity and the Black-Scholes equation
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+Martingales and stochastic integrals in the theory of continuous trading
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+A stochastic calculus model of continuous trading: Complete markets
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+Calcul stochastique et problèmes de martingales
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+Q3866874
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+FORWARD AND FUTURES PRICES WITH BUBBLES
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+ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
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+ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
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+The numéraire portfolio in semimartingale financial models
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+A generalized clark representation formula, with application to optimal portfolios
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+PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING
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+On the martingale property of certain local martingales
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+The Dalang-Morton-Willinger theorem under cone constraints.
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+Analysis of continuous strict local martingales via \(h\)-transforms
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+The fundamental theorem of asset pricing with cone constraints
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+The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions
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+HEDGING UNDER ARBITRAGE
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+On the existence of equivalent \(\tau\)-measures in finite discrete time
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