ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (Q3126234): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: On the fundamental theorem of asset pricing with an infinite state space / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing: A simplified approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5588318 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiperiod security markets with differential information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fixed-point and Minimax Theorems in Locally Convex Topological Linear Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5653395 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic calculus model of continuous trading: Complete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viable prices in financial markets with solvency constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and arbitage in securities markets with transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039796 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and equilibrium in economies with infinitely many commodities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Square Integrable Martingales / rank
 
Normal rank

Latest revision as of 11:58, 27 May 2024

scientific article
Language Label Description Also known as
English
ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
scientific article

    Statements

    ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (English)
    0 references
    0 references
    0 references
    23 March 1997
    0 references
    0 references
    0 references
    0 references
    0 references
    absence of arbitrage
    0 references
    securities markets models
    0 references
    supermartingales
    0 references
    optimal hedging strategies
    0 references
    0 references