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

@@ Property / cites work @@
+Martingale laws, densities and decomposition of Föllmer-Schweizer
+Normal rank
@@ Property / cites work @@
+Asset pricing for general processes
@@ Property / cites work: Asset pricing for general processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the fundamental theorem of asset pricing with an infinite state space
+Normal rank
@@ Property / cites work @@
+On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
+Normal rank
@@ Property / cites work @@
+Equivalent martingale measures and no-arbitrage in stochastic securities market models
+Normal rank
@@ Property / cites work @@
+REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3985737
@@ Property / cites work: Q3985737 / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalent martingale measures for bridge processes
+Normal rank
@@ Property / cites work @@
+Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
+Normal rank
@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+A stochastic calculus model of continuous trading: Complete markets
+Normal rank
@@ Property / cites work @@
+Information structure and equilibrium asset prices
+Normal rank
@@ Property / cites work @@
+Information structures and viable price systems
@@ Property / cites work: Information structures and viable price systems / 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 @@
+Equilibrium Models With Singular Asset Prices
@@ Property / cites work: Equilibrium Models With Singular Asset Prices / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+Arbitrage and equilibrium in economies with infinitely many commodities
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Option hedging for semimartingales
@@ Property / cites work: Option hedging for semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage et lois de martingale. (Arbitrage and martingale laws)
+Normal rank
@@ Property / cites work @@
+Q4115872
@@ Property / cites work: Q4115872 / rank @@
+Normal rank