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- Youri M.Kabanov (section List of research outcomes)systems and arbitrage opportunities of~the~second kind in models with transaction costs 2012-11-15 Paper Small transaction costs, absence of arbitrage and consistent...10 bytes (18 words) - 22:51, 8 December 2023
- replication of random vectors by ordinary integrals 2013-02-21 Paper Mean-reverting discrete time market models: speculative opportunities and absence of arbitrage...10 bytes (18 words) - 23:29, 9 December 2023
- Yong-Cai Geng (section List of research outcomes)estimation of a characteristic function 2017-04-06 Paper Some properties of two-sample Kolmogorov-Smirnov test in the case of contamination of one of the samples...10 bytes (16 words) - 11:13, 6 October 2023
- Published in: Theory of Probability & Its Applications (Search for Journal in Brave) zbMATH Keywords absence of arbitrage opportunities; liquidation value;...15 bytes (45 words) - 14:53, 8 February 2024
- bridge; conditional full support; absence of arbitrage opportunities Mathematics Subject Classification ID 60H30: Applications of stochastic analysis (to PDEs...15 bytes (49 words) - 21:20, 3 February 2024
- zbMATH Keywords option; arbitrage; super-replication; Bellman-Isaacs equations; multi-valued mapping; absence of arbitrage opportunities; deterministic price...15 bytes (58 words) - 22:51, 3 February 2024
- stability; option; arbitrage; super-replication; Bellman-Isaacs equations; multi-valued mapping; absence of arbitrage opportunities; deterministic price...15 bytes (56 words) - 19:58, 8 February 2024
- Keywords superreplication; option; arbitrage; Bellman-Isaacs equations; multi-valued mapping; absence of arbitrage opportunities; deterministic price dynamics;...15 bytes (60 words) - 20:01, 1 February 2024
- Bellman-Isaacs equation; multivalued mapping; option; arbitrage; mixed strategy; absence of arbitrage opportunities; deterministic price dynamics; game equilibrium;...15 bytes (62 words) - 11:57, 3 February 2024
- strategies; multivalued mapping; option; arbitrage; super-replication; Bellman-Isaacs equations; absence of arbitrage opportunities; deterministic price dynamics;...15 bytes (61 words) - 12:58, 4 February 2024
- Keywords mixed strategies; option; arbitrage; super-replication; Bellman-Isaacs equations; absence of arbitrage opportunities; deterministic price dynamics;...15 bytes (60 words) - 15:36, 8 February 2024
- Bellman-Isaacs equation; option; arbitrage; risk-neutral measure; mixed strategy; absence of arbitrage opportunities; deterministic price dynamics; game...15 bytes (66 words) - 11:57, 3 February 2024
- process; conditional full support; absence of arbitrage opportunities Mathematics Subject Classification ID 60H30: Applications of stochastic analysis (to PDEs...15 bytes (72 words) - 07:24, 30 January 2024
- 1007/s40505-022-00216-4 zbMATH Keywords put-call parity; market frictions; absence of arbitrage opportunities; Choquet pricing; risk-neutral nonadditive probability Mathematics...15 bytes (73 words) - 01:13, 2 February 2024
- Theory of Probability & Its Applications (Search for Journal in Brave) zbMATH Keywords regulation; leverage; banks; Modigliani-Miller theorem; absence of arbitrage...15 bytes (49 words) - 21:19, 3 February 2024