Arbitrage possibilities in Bessel processes and their relations to local martingales (Q1895852): Difference between revisions

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+Freddy Delbaen
@@ Property / author: Freddy Delbaen / rank @@
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+Walter Schachermayer
@@ Property / author: Walter Schachermayer / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Q4144529
@@ Property / cites work: Q4144529 / rank @@
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@@ Property / cites work @@
+ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES
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@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
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@@ Property / cites work @@
+The exit measure of a supermartingale
@@ Property / cites work: The exit measure of a supermartingale / rank @@
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@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
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@@ Property / cites work @@
+Transformation des martingales locales par changement absolument continu de probabilities
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@@ Property / cites work @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
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@@ Property / cites work @@
+A Counterexample to Several Problems In the Theory of Asset Pricing
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@@ Property / cites work @@
+On some exponential functionals of Brownian motion
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01192466
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@@ Property / OpenAlex ID @@
+W2092120257
@@ Property / OpenAlex ID: W2092120257 / rank @@
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