Financial economics without probabilistic prior assumptions (Q2343120): Difference between revisions

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+A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
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+Q3770273
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+A More Robust Definition of Subjective Probability
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+Pricing by hedging and no-arbitrage beyond semimartingales
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+Dynamic spanning without probabilities
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+Arbitrage and duality in nondominated discrete-time models
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+On stochastic calculus related to financial assets without semimartingales
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+Option pricing: A simplified approach
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+A general version of the fundamental theorem of asset pricing
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Ambiguous volatility, possibility and utility in continuous time
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+Q3077020
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+Stochastic finance. An introduction in discrete time
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+Martingales and arbitrage in multiperiod securities markets
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Strictly Positive Radon Measures
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+Introduction to stochastic calculus for finance. A new didactic approach.
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+Dual Spaces of Weighted Spaces
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+Strictly Positive Functionals on Vector Lattices
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