Pages that link to "Item:Q3470221"
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The following pages link to Equivalent martingale measures and no-arbitrage in stochastic securities market models (Q3470221):
Displaying 50 items.
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- In discrete time a local martingale is a martingale under an equivalent probability measure (Q1003343) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- Dominated families of martingale, supermartingale and quasimartingale laws (Q1272172) (← links)
- The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- A remark on arbitrage and martingale measure (Q1318889) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- Profitability in a multiple strategy market (Q1417728) (← links)
- No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
- Discrete-time market models from the small investor point of view and the first fundamental-type theorem (Q1698737) (← links)
- Sticky processes, local and true martingales (Q1708983) (← links)
- Local martingales in discrete time (Q1748587) (← links)
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- Characterization of arbitrage-free markets (Q1774213) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Dynamic trading under integer constraints (Q1788825) (← links)
- Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) (← links)
- Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
- Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
- A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
- A unifying view on some problems in probability and statistics (Q2066865) (← links)
- Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249) (← links)
- No-arbitrage symmetries (Q2148548) (← links)
- No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
- Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
- FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
- Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
- Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
- No-arbitrage under additional information for thin semimartingale models (Q2274293) (← links)
- Pricing under dynamic risk measures (Q2278417) (← links)
- Random optimization on random sets (Q2304911) (← links)
- How local in time is the no-arbitrage property under capital gains taxes? (Q2312396) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Financial economics without probabilistic prior assumptions (Q2343120) (← links)
- Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
