THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE (Q5234014): Difference between revisions

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+Hedging of contingent claims and maximum price
@@ Property / cites work: Hedging of contingent claims and maximum price / rank @@
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+A general version of the fundamental theorem of asset pricing
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+The Banach space of workable contingent claims in arbitrage theory
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+Q4495098
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Q2760175
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+PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE
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+CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE”
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+Martingales and arbitrage in multiperiod securities markets
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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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+Calcul stochastique et problèmes de martingales
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+Q4778955
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+THE MEANING OF MARKET EFFICIENCY
@@ Property / cites work: THE MEANING OF MARKET EFFICIENCY / rank @@
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+A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory
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+Q4905685
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@@ Property / Wikidata QID @@
+Q127520891
@@ Property / Wikidata QID: Q127520891 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024919500250
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@@ Property / OpenAlex ID @@
+W2953698311
@@ Property / OpenAlex ID: W2953698311 / rank @@
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