On the closure in the emery topology of semimartingale wealth-process sets (Q363846): Difference between revisions

@@ Property / arXiv ID @@
+.0945
@@ Property / arXiv ID: 1108.0945 / rank @@
+Normal rank
@@ Property / cites work @@
+The numeraire portfolio for unbounded semimartingale
+Normal rank
@@ Property / cites work @@
+A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage
+Normal rank
@@ Property / cites work @@
+Towards a general theory of bond markets
@@ Property / cites work: Towards a general theory of bond markets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4938954
@@ Property / cites work: Q4938954 / rank @@
+Normal rank
@@ Property / cites work @@
+Closedness in the Semimartingale Topology for Spaces of Stochastic Integrals with Constrained Integrands
+Normal rank
@@ Property / cites work @@
+Super-replication and utility maximization in large financial markets
+Normal rank
@@ Property / cites work @@
+A theory of stochastic integration for bond markets
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+Q4892362
@@ Property / cites work: Q4892362 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability
@@ Property / cites work: Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4192768
@@ Property / cites work: Q4192768 / rank @@
+Normal rank
@@ Property / cites work @@
+Optional decompositions under constraints
@@ Property / cites work: Optional decompositions under constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+The numéraire portfolio in semimartingale financial models
+Normal rank
@@ Property / cites work @@
+GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION
+Normal rank
@@ Property / cites work @@
+Market viability via absence of arbitrage of the first kind
+Normal rank
@@ Property / cites work @@
+A structural characterization of numéraires of convex sets of nonnegative random variables
+Normal rank
@@ Property / cites work @@
+On the semimartingale property of discounted asset-price processes
+Normal rank
@@ Property / cites work @@
+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient conditions in the problem of optimal investment in incomplete markets
+Normal rank
@@ Property / cites work @@
+On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets
+Normal rank
@@ Property / cites work @@
+Sensitivity analysis of utility-based prices and risk-tolerance wealth processes
+Normal rank
@@ Property / cites work @@
+Espaces de semi martingales et changement de probabilit�
+Normal rank
@@ Property / cites work @@
+A filtered version of the bipolar theorem of Brannath and Schachermayer
+Normal rank
@@ Property / OpenAlex ID @@
+W3099668499
@@ Property / OpenAlex ID: W3099668499 / rank @@
+Normal rank