Pages that link to "Item:Q1149872"
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The following pages link to Arbitrage and equilibrium in economies with infinitely many commodities (Q1149872):
Displayed 50 items.
- Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826) (← links)
- Spanning with indexes (Q406270) (← links)
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Dynamic robust duality in utility maximization (Q519879) (← links)
- Intertemporal asset pricing and the marginal utility of wealth (Q553533) (← links)
- Drift and the risk-free rate (Q642444) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- Asset pricing in an imperfect world (Q683829) (← links)
- The valuation problem in arbitrage price theory (Q690339) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Finitely additive equivalent martingale measures (Q742102) (← links)
- Asset market equilibrium in infinite dimensional complete markets (Q756627) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
- Asset pricing for general processes (Q804457) (← links)
- Arbitrage, rationality, and equilibrium (Q806831) (← links)
- A variational problem arising in financial economics (Q811312) (← links)
- Asset pricing under progressive taxes and existence of general equilibrium (Q813344) (← links)
- Necessary and sufficient conditions for solving infinite-dimensional linear inequalities (Q850601) (← links)
- Computation of arbitrage in frictional bond markets (Q860869) (← links)
- Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Information structures and viable price systems (Q1085024) (← links)
- Multiperiod security markets with differential information (Q1086116) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- Martingales and arbitrage in multiperiod securities markets (Q1138469) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Equilibria in markets with a Riesz space of commodities (Q1172999) (← links)
- A note on the terminal date security prices in a continuous time trading model with dividends (Q1174342) (← links)
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- Dominated families of martingale, supermartingale and quasimartingale laws (Q1272172) (← links)
- Arbitrage, martingales and bubbles (Q1274730) (← links)
- Arbitrage and asset prices (Q1278560) (← links)
- The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
- On the different notions of arbitrage and existence of equilibrium (Q1306765) (← links)
- On the arbitrage pricing theory (Q1338108) (← links)
- Spanning, valuation and options (Q1338119) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Free lunch large financial markets with continuous price processes (Q1429114) (← links)