Pages that link to "Item:Q3470221"
From MaRDI portal
The following pages link to Equivalent martingale measures and no-arbitrage in stochastic securities market models (Q3470221):
Displayed 50 items.
- 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)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
- A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737) (← links)
- The fundamental theorem of asset pricing under default and collateral in finite discrete time (Q2492986) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- Malliavin calculus for marked binomial processes and applications (Q2679546) (← links)
- No free lunch for markets with multiple numéraires (Q2686002) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
- Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369) (← links)
- Locally Ф-integrable σ-martingale densitiesfor general semimartingales (Q2803516) (← links)
- General financial market model defined by a liquidation value process (Q2804555) (← links)
- Arbitrage Theory with State-Price Deflators (Q2854347) (← links)
- Price uniqueness and fundamental theorem of asset pricing with finitely additive probabilities (Q2875260) (← links)
- Characterizing Attainable Claims: A New Proof (Q3067842) (← links)
- Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty (Q3186542) (← links)
- NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
- STOCHASTIC VOLATILITY AND JUMP-DIFFUSION — IMPLICATIONS ON OPTION PRICING (Q3523537) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A Stochastic Extension of the Miller‐Modigliani Framework<sup>1</sup> (Q4345918) (← links)
- REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED (Q4345926) (← links)
- Martingale Measures For A Class of Right‐Continuous Processes (Q4371999) (← links)
- A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011) (← links)
- MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (Q4372021) (← links)
- RAPID GROWTH PATHS IN CONVEX-VALUED RANDOM DYNAMICAL SYSTEMS (Q4460432) (← links)
- The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011) (← links)
- On the Existence of Minimax Martingale Measures (Q4548067) (← links)
- Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (Q4548069) (← links)
- Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (Q4548072) (← links)