Martingale densities for general asset prices (Q1199742): Difference between revisions

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+MaRDI publication profile
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+Martingale laws, densities and decomposition of Föllmer-Schweizer
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+Asset pricing for general processes
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+On the fundamental theorem of asset pricing with an infinite state space
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+REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
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+Equivalent martingale measures for bridge processes
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+Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
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+Martingales and stochastic integrals in the theory of continuous trading
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+A stochastic calculus model of continuous trading: Complete markets
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+Information structure and equilibrium asset prices
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+Information structures and viable price systems
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+Calcul stochastique et problèmes de martingales
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+Equilibrium Models With Singular Asset Prices
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Option hedging for semimartingales
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+Arbitrage et lois de martingale. (Arbitrage and martingale laws)
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4068(92)90014-x
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+W2054515856
@@ Property / OpenAlex ID: W2054515856 / rank @@
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