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- exponential Brownian motion and the pricing of Asian options 2016-10-27 Paper THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS-TIME FINANCIAL...10 bytes (17 words) - 10:20, 11 December 2023
- Theory for Bond Markets 2017-07-31 Paper A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets 2016-12-07 Paper Asymptotic...10 bytes (17 words) - 18:06, 6 October 2023
- Polynomial jump-diffusions on the unit simplex 2018-11-07 Paper A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets...10 bytes (16 words) - 16:32, 6 October 2023
- Paper A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM 2016-04-14 Paper On the Duality Theory for the Monge-Kantorovich...10 bytes (17 words) - 21:33, 8 December 2023
- significant digits of random variables 2005-10-10 Paper On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria...10 bytes (16 words) - 10:36, 12 December 2023
- existence for 3D water waves and asymptotics 2008-03-11 Paper The fundamental theorem of asset pricing under default and collateral in finite discrete time 2006-06-09...10 bytes (18 words) - 05:13, 13 December 2023
- Skorohod representations 2015-08-17 Paper Two versions of the fundamental theorem of asset pricing 2015-08-07 Paper Equivalent or absolutely continuous probability...10 bytes (17 words) - 21:07, 9 December 2023
- Publication Date of Publication Type Fundamental theorem of asset pricing with acceptable risk in markets with frictions 2023-07-06 Paper Dual representations...10 bytes (16 words) - 19:10, 6 October 2023
- VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM 2016-04-14 Paper Are law-invariant risk functions concave on distributions...10 bytes (17 words) - 02:36, 10 December 2023
- Skorohod representations 2015-08-17 Paper Two versions of the fundamental theorem of asset pricing 2015-08-07 Paper Equivalent or absolutely continuous probability...10 bytes (16 words) - 21:08, 9 December 2023
- incomplete and dependent multivariate data 2020-02-05 Paper THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE 2019-09-09 Paper Multiple...10 bytes (17 words) - 21:59, 11 December 2023
- Date of Publication Type Infinitely many securities and the fundamental theorem of asset pricing 2007-11-26 Paper...10 bytes (16 words) - 07:38, 7 October 2023
- Publication Date of Publication Type THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE 2019-09-09 Paper...10 bytes (16 words) - 22:28, 27 December 2023
- Publication Type A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM 2016-04-14 Paper A trajectorial interpretation...10 bytes (16 words) - 11:07, 7 October 2023
- dates 2008-02-22 Paper Infinitely many securities and the fundamental theorem of asset pricing 2007-11-26 Paper Hedging interest rate risk by optimization...10 bytes (16 words) - 08:18, 9 December 2023
- theorem of asset pricing under transaction costs 2019-09-19 Paper...10 bytes (16 words) - 06:01, 7 October 2023
- with Applications to Statistical Arbitrage 2015-01-20 Paper Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension 2014-09-26...10 bytes (16 words) - 04:09, 25 September 2023
- the Equity Premium: Mind the News!* 2021-08-18 Paper THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE 2019-09-09 Paper Constructing...10 bytes (17 words) - 18:22, 24 September 2023
- generalized multiple-factor asset pricing model 2016-03-08 Paper Positive alphas and a generalized multiple-factor asset pricing model 2016-03-08 Paper A...10 bytes (19 words) - 22:09, 9 December 2023
- large financial markets with friction 2013-02-26 Paper The fundamental theorem of asset pricing under transaction costs 2012-12-07 Paper...10 bytes (16 words) - 00:59, 11 December 2023
