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- dual representation of expected shortfall 2024-01-10 Paper Fundamental theorem of asset pricing with acceptable risk in markets with frictions 2023-07-06...10 bytes (16 words) - 05:33, 7 October 2023
- information 2017-05-15 Paper A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing 2016-06-10 Paper A general HJM framework...10 bytes (16 words) - 10:40, 6 October 2023
- 2009-07-09 Paper Conditioning on One-Step Survival for Barrier Option Simulations 2009-07-03 Paper Fundamental Theorems of Asset Pricing for Good Deal Bounds 2004-11-16...10 bytes (16 words) - 04:02, 7 October 2023
- of asset pricing under transaction costs 2012-12-07 Paper The fundamental theorem of asset pricing for continuous processes under small transaction costs...10 bytes (16 words) - 15:33, 6 October 2023
- constructive infima 2016-11-01 Paper A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle 2016-08-31 Paper Risk-consistent...10 bytes (16 words) - 10:40, 6 October 2023
- 2019-11-19 Paper Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs 2019-09-19 Paper How local in time...10 bytes (16 words) - 19:58, 24 September 2023
- constructive infima 2016-11-01 Paper A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle 2016-08-31 Paper https://portal...10 bytes (16 words) - 14:11, 6 October 2023
- OPTION PRICING 2007-06-08 Paper Equilibrium asset pricing: with non-Gaussian factors and exponential utilities 2007-05-09 Paper Pricing options on realized...10 bytes (19 words) - 04:18, 9 December 2023
- Paper On the semimartingale property of discounted asset-price processes 2011-10-11 Paper Finitely Additive Probabilities and the Fundamental Theorem of Asset...10 bytes (16 words) - 10:40, 6 October 2023
- when the volatility changes randomly 2000-05-28 Paper The fundamental theorem of asset pricing with cone constraints 2000-05-10 Paper Super-replication...10 bytes (17 words) - 00:53, 10 December 2023
- Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing 2010-08-19 Paper Scaling issues for risky asset modelling 2009-07-06 Paper Finite-time...10 bytes (19 words) - 13:10, 12 December 2023
- 2017-01-31 Paper Relative asset price bubbles 2016-09-21 Paper Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model 2016-03-08 Paper...10 bytes (18 words) - 06:48, 9 December 2023
- for Diffusion Processes with Jumps 2002-05-14 Paper Option pricing for a logstable asset price model 2002-05-05 Paper Axiomatic principles for a market model...10 bytes (17 words) - 12:59, 11 December 2023
- Central limit theorem under uncertain linear transformations 2015-12-23 Paper Central limit theorem under variance uncertainty 2015-12-01 Paper On the dynamic...10 bytes (18 words) - 03:01, 11 December 2023
- 2016-10-05 Paper Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty 2016-08-10 Paper An \(\alpha\)-stable limit theorem under sublinear...10 bytes (17 words) - 05:49, 7 October 2023
- transaction costs and continuous-time limit 2000-06-14 Paper The fundamental theorem of asset pricing with cone constraints 2000-05-10 Paper https://portal.mardi4nfdi...10 bytes (17 words) - 20:29, 6 October 2023
- Projection and Shrinkage 2023-07-03 Paper Vulnerable European call option pricing based on uncertain fractional differential equation 2023-04-26 Paper One-dimensional...10 bytes (17 words) - 20:05, 8 December 2023
- represented as Choquet integrals 2007-01-30 Paper On low dimensional case in the fundamental asset pricing theorem with transaction costs 2005-10-18 Paper...10 bytes (18 words) - 03:35, 25 September 2023
- SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING 2018-03-15 Paper On Random Field Completely Automated Public Turing Test to Tell Computers...10 bytes (18 words) - 20:38, 8 December 2023
- mardi4nfdi.de/entity/Q3944141 1981-01-01 Paper Fundamental frequency of vibration of a rectangular plate on a nonlinear elastic foundation 1980-01-01 Paper...10 bytes (16 words) - 00:59, 11 December 2023