BENCHMARKED RISK MINIMIZATION (Q5739193): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2137018538
@@ Property / OpenAlex ID: W2137018538 / rank @@
+Normal rank
@@ Property / cites work @@
+The numeraire portfolio for unbounded semimartingale
+Normal rank
@@ Property / cites work @@
+Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets
+Normal rank
@@ Property / cites work @@
+Local risk-minimization under the benchmark approach
+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 @@
+Arbitrage possibilities in Bessel processes and their relations to local martingales
+Normal rank
@@ Property / cites work @@
+Probabilistic Aspects of Arbitrage
@@ Property / cites work: Probabilistic Aspects of Arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Q4531968
@@ Property / cites work: Q4531968 / rank @@
+Normal rank
@@ Property / cites work @@
+Diversity and relative arbitrage in equity markets
+Normal rank
@@ Property / cites work @@
+Explicit form and robustness of martingale representations.
+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 @@
+The numéraire portfolio in semimartingale financial models
+Normal rank
@@ Property / cites work @@
+Local martingales, arbitrage, and viability. Free snacks and cheap thrills
+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 @@
+Option hedging for semimartingales
@@ Property / cites work: Option hedging for semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+On the minimal martingale measure and the möllmer-schweizer decomposition
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5739193