Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709): Difference between revisions

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+Hedging of contingent claims and maximum price
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+Infinitely many securities and the fundamental theorem of asset pricing
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+Asymptotic pricing in large financial markets
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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+Arbitrage and utility maximization in market models with an insider
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+How non-arbitrage, viability and numéraire portfolio are related
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+A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets
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+Super-replication and utility maximization in large financial markets
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+A general version of the fundamental theorem of asset pricing
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Universal strategies for diffusion markets and possibility of asymptotic arbitrage
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+A simple approach to arbitrage pricing theory
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+No arbitrage of the first kind and local martingale numéraires
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+Asymptotic arbitrage in large financial markets
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+The numéraire portfolio in semimartingale financial models
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+GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION
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+A Fundamental Theorem of Asset Pricing for Large Financial Markets
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+Free lunch large financial markets with continuous price processes
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+Asymptotic arbitrage with small transaction costs
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+A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance
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+ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL
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+Maximizing expected utility in the arbitrage pricing model
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+Asymptotic asset pricing and bubbles
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+Asymptotic arbitrage and numéraire portfolios in large financial markets
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+Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension
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+A note on the condition of no unbounded profit with bounded risk
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