Volatility and arbitrage (Q1751971): Difference between revisions

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+Tube estimates for diffusions under a local strong Hörmander condition
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+Short-term relative arbitrage in volatility-stabilized markets
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+A one-dimensional diffusion hits points fast
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+A general version of the fundamental theorem of asset pricing
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+Q4531968
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+Relative arbitrage in volatility-stabilized markets
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+Stochastic Portfolio Theory: an Overview
@@ Property / cites work: Stochastic Portfolio Theory: an Overview / rank @@
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+Diversity and relative arbitrage in equity markets
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+Changes of numéraire, changes of probability measure and option pricing
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+Q4778955
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+The numéraire portfolio in semimartingale financial models
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+Trading strategies generated by Lyapunov functions
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+Q4002114
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+Q4368791
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+Q4197143
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+Martingale densities for general asset prices
@@ Property / cites work: Martingale densities for general asset prices / rank @@
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+On the growth of stochastic integrals
@@ Property / cites work: On the growth of stochastic integrals / rank @@
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