Valuation and martingale properties of shadow prices: an exposition (Q1583150): Difference between revisions

@@ Property / cites work @@
+Pricing by Arbitrage Under Arbitrary Information
@@ Property / cites work: Pricing by Arbitrage Under Arbitrary Information / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing with transaction costs and a nonlinear Black-Scholes equation
+Normal rank
@@ Property / cites work @@
+Q3915688
@@ Property / cites work: Q3915688 / rank @@
+Normal rank
@@ Property / cites work @@
+Quelques applications de la formule de changement de variables pour les semimartingales
+Normal rank
@@ Property / cites work @@
+Wiener functionals as Ito integrals
@@ Property / cites work: Wiener functionals as Ito integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Q4389634
@@ Property / cites work: Q4389634 / rank @@
+Normal rank
@@ Property / cites work @@
+Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
+Normal rank
@@ Property / cites work @@
+Optimization of consumption with labor income
@@ Property / cites work: Optimization of consumption with labor income / rank @@
+Normal rank
@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale conditions for optimal saving-discrete time
+Normal rank
@@ Property / cites work @@
+Optimal Saving and Risk in Continuous Time
@@ Property / cites work: Optimal Saving and Risk in Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
+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 @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512463
@@ Property / cites work: Q5512463 / rank @@
+Normal rank
@@ Property / cites work @@
+Seminaire de probabilités X. Universite de Strasbourg. Edite par P. A. Meyer
+Normal rank
@@ Property / cites work @@
+Q4365237
@@ Property / cites work: Q4365237 / rank @@
+Normal rank