On the Existence of Minimax Martingale Measures (Q4548067): Difference between revisions

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+On the fundamental theorem of asset pricing with an infinite state space
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+Exponential Hedging and Entropic Penalties
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+A general version of the fundamental theorem of asset pricing
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+The variance-optimal martingale measure for continuous processes
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Introduction to a theory of value coherent with the no-arbitrage principle
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+Almost sure characterization of Martingales
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+Martingales and stochastic integrals in the theory of continuous trading
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+Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup>
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+Q4251567
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Integrals which are convex functionals. II
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+Finitely Additive Measures
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