Arbitrage opportunities in diverse markets via a non-equivalent measure change (Q665725): Difference between revisions

@@ Property / DOI @@
-.1007/s10436-006-0037-z
@@ Property / DOI: 10.1007/s10436-006-0037-z / rank @@
-Normal rank
@@ Property / cites work @@
+Arbitrage possibilities in Bessel processes and their relations to local martingales
+Normal rank
@@ Property / cites work @@
+On the diversity of equity markets
@@ Property / cites work: On the diversity of equity markets / rank @@
+Normal rank
@@ Property / cites work @@
+Equity portfolios generated by functions of ranked market weights
+Normal rank
@@ Property / cites work @@
+Q4531968
@@ Property / cites work: Q4531968 / rank @@
+Normal rank
@@ Property / cites work @@
+Diversity and relative arbitrage in equity markets
+Normal rank
@@ Property / cites work @@
+Optional decompositions under constraints
@@ Property / cites work: Optional decompositions under constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Transformation des martingales locales par changement absolument continu de probabilities
+Normal rank
@@ Property / cites work @@
+Q4663402
@@ Property / cites work: Q4663402 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10436-006-0037-Z
@@ Property / DOI: 10.1007/S10436-006-0037-Z / rank @@
+Normal rank