Asymptotic pricing in large financial markets (Q2466791): Difference between revisions

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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Optional decomposition and Lagrange multipliers
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+Optional decompositions under constraints
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+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
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+Q3774629
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+Local martingales and the fundamental asset pricing theorems in the discrete-time case
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+Q4845604
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+Asymptotic arbitrage in large financial markets
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+A Fundamental Theorem of Asset Pricing for Large Financial Markets
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+Q4384413
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+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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