A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011): Difference between revisions

@@ Property / cites work @@
+Martingale laws, densities and decomposition of Föllmer-Schweizer
+Normal rank
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+Hedging of contingent claims and maximum price
@@ Property / cites work: Hedging of contingent claims and maximum price / rank @@
+Normal rank
@@ Property / cites work @@
+On the fundamental theorem of asset pricing with an infinite state space
+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 @@
+Multiperiod security markets with differential information
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+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 @@
+MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
+Normal rank
@@ Property / cites work @@
+Martingale densities for general asset prices
@@ Property / cites work: Martingale densities for general asset prices / rank @@
+Normal rank