Pages that link to "Item:Q1271229"
From MaRDI portal
The following pages link to The fundamental theorem of asset pricing for unbounded stochastic processes (Q1271229):
Displaying 50 items.
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Negative call prices (Q470687) (← links)
- Abstract, classic, and explicit turnpikes (Q471171) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- Liquidity risk, price impacts and the replication problem (Q483927) (← links)
- Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization (Q483931) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- The lifetime of a financial bubble (Q506379) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
- Diversity and arbitrage in a regulatory breakup model (Q635965) (← links)
- On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Market viability via absence of arbitrage of the first kind (Q693030) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- On the path structure of a semimartingale arising from monotone probability theory (Q731665) (← links)
- Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (Q737172) (← links)
- A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319) (← links)
- Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
- On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets (Q862209) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- A unified framework for utility maximization problems: An Orlicz space approach (Q930672) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets (Q1007099) (← links)
- No arbitrage without semimartingales (Q1024894) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Free lunch large financial markets with continuous price processes (Q1429114) (← links)
- Necessary and sufficient conditions in the problem of optimal investment in incomplete markets (Q1429115) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Asset market equilibrium with liquidity risk (Q1648910) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
- Discrete-time market models from the small investor point of view and the first fundamental-type theorem (Q1698737) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
