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 @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/mafi.12013
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@@ 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>
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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
@@ 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 @@
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+ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
@@ Property / cites work: ASSET PRICE BUBBLES IN INCOMPLETE MARKETS / rank @@
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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
@@ Property / cites work: HEDGING UNDER ARBITRAGE / rank @@
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+On the existence of equivalent \(\tau\)-measures in finite discrete time
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@@ links / mardi / name / links / mardi / name @@
+Publication:5247423