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):
Displayed 34 items.
- 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)
- Mathematical foundation of the replicating portfolio approach (Q4583616) (← links)
- Super-replication price: it can be ok (Q4615501) (← links)
- SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS (Q4673846) (← links)
- On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)
- Equivalent martingale measures and no-arbitrage (Q4885236) (← links)
- Equivalent martingale measures and no-arbitrage (Q4885245) (← links)
- THE MEANING OF MARKET EFFICIENCY (Q4906537) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
- From small markets to big markets (Q4989142) (← links)
- (Q5044308) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← links)
- ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (Q5175225) (← links)
- (Q5227506) (← links)
- A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH (Q5455264) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- The Harrison-Pliska arbitrage pricing theorem under transaction costs (Q5939294) (← links)
- Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← links)
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
- Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
- No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (Q6110753) (← links)
- Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions (Q6143820) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)