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- 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
- 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
- approach 2016-12-14 Paper On ‘A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing’ 2016-06-10 Paper On optimal periodic dividend...10 bytes (16 words) - 06:35, 7 October 2023
- economies with default and collateral 2009-07-22 Paper The fundamental theorem of asset pricing under default and collateral in finite discrete time 2006-06-09...10 bytes (16 words) - 23:21, 24 September 2023
- risk 2018-04-06 Paper IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING 2017-07-26 Paper...10 bytes (16 words) - 18:28, 6 October 2023
- Date of Publication Type A conditional version of the second fundamental theorem of asset pricing in discrete time 2021-02-26 Paper Insurance-Finance Arbitrage...10 bytes (17 words) - 02:50, 7 October 2023
- Boundary Price Formation Models Under Market Size Fluctuations 2016-12-13 Paper A New Perspective on the Fundamental Theorem of Asset Pricing for Large...10 bytes (17 words) - 23:42, 24 September 2023
- THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS 2015-04-24 Paper The fundamental theorem of asset pricing, the hedging problem and maximal claims...10 bytes (16 words) - 05:49, 7 October 2023
- https://portal.mardi4nfdi.de/entity/Q4938952 2000-05-08 Paper The fundamental theorem of asset pricing for unbounded stochastic processes 1999-07-18 Paper Weighted...10 bytes (16 words) - 23:29, 9 December 2023
- the fundamental theorem of asset pricing with an infinite state space 1991-01-01 Paper Optimal Scheduling of Inspections: A Delayed Markov Model with False...10 bytes (19 words) - 05:45, 13 December 2023
- AND RISK POLICIES OF AN INSURANCE FIRM 2006-06-12 Paper On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria...10 bytes (18 words) - 14:45, 7 December 2023
- 2017-06-07 Paper On a problem of optimal transport under marginal martingale constraints 2016-04-21 Paper A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET...10 bytes (17 words) - 13:31, 28 January 2024
- Lifetime ruin under ambiguous hazard rate 2016-12-13 Paper Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty 2016-08-10...10 bytes (16 words) - 09:47, 24 September 2023
- efficiency 1992-10-05 Paper Asset pricing for general processes 1991-01-01 Paper On the fundamental theorem of asset pricing with an infinite state space...10 bytes (17 words) - 12:24, 28 January 2024
- with Transaction Costs: A User’s Guide 2013-09-11 Paper The fundamental theorem of asset pricing under transaction costs 2012-12-07 Paper Portfolios and risk...10 bytes (17 words) - 05:33, 7 October 2023
- Remarks on the stochastic integral 2018-04-18 Paper https://portal.mardi4nfdi.de/entity/Q2790525 2016-03-04 Paper On the Second Fundamental Theorem of Asset...10 bytes (19 words) - 11:57, 9 December 2023
- comparisons of random variables 2002-07-21 Paper The Second Fundamental Theorem of Asset Pricing 2001-11-26 Paper Optimal investment in derivative securities...10 bytes (16 words) - 23:41, 24 September 2023
- model with a risk-free asset 2013-02-26 Paper Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale...10 bytes (18 words) - 19:18, 9 December 2023
