From small markets to big markets (Q4989142): Difference between revisions

@@ Property / DOI @@
-.4064/bc122-3
@@ Property / DOI: 10.4064/bc122-3 / rank @@
-Normal rank
@@ Property / author @@
-Laurence Carassus
@@ Property / author: Laurence Carassus / rank @@
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@@ Property / author @@
+Laurence Carassus
@@ Property / author: Laurence Carassus / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3129946352
@@ Property / OpenAlex ID: W3129946352 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.05593
@@ Property / arXiv ID: 1907.05593 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic pricing in large financial markets
@@ Property / cites work: Asymptotic pricing in large financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-Variance Hedging in Large Financial Markets
@@ Property / cites work: Mean-Variance Hedging in Large Financial Markets / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-neutral pricing for arbitrage pricing theory
@@ Property / cites work: Risk-neutral pricing for arbitrage pricing theory / rank @@
+Normal rank
@@ Property / cites work @@
+A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets
+Normal rank
@@ Property / cites work @@
+Equivalent martingale measures and no-arbitrage in stochastic securities market models
+Normal rank
@@ Property / cites work @@
+Super-replication and utility maximization in large financial markets
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Q4845604
@@ Property / cites work: Q4845604 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic arbitrage in large financial markets
@@ Property / cites work: Asymptotic arbitrage in large financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+A Fundamental Theorem of Asset Pricing for Large Financial Markets
+Normal rank
@@ Property / cites work @@
+Q4384413
@@ Property / cites work: Q4384413 / rank @@
+Normal rank
@@ Property / cites work @@
+A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance
+Normal rank
@@ Property / cites work @@
+UTILITY MAXIMIZATION IN A LARGE MARKET
@@ Property / cites work: UTILITY MAXIMIZATION IN A LARGE MARKET / rank @@
+Normal rank
@@ Property / cites work @@
+Q5844986
@@ Property / cites work: Q5844986 / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage pricing theory and risk-neutral measures
+Normal rank
@@ Property / cites work @@
+ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL
+Normal rank
@@ Property / cites work @@
+Maximizing expected utility in the arbitrage pricing model
+Normal rank
@@ Property / DOI @@
+.4064/BC122-3
@@ Property / DOI: 10.4064/BC122-3 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4989142