Pages that link to "Item:Q1199742"
From MaRDI portal
The following pages link to Martingale densities for general asset prices (Q1199742):
Displaying 17 items.
- Drift operator in a viable expansion of information flow (Q288832) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- Semilattices, canonical embeddings and representing measures (Q777918) (← links)
- Dividends in the theory of derivative securities pricing (Q878400) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
- Volatility and arbitrage (Q1751971) (← links)
- Arbitrage in skew Brownian motion models (Q2427806) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- Yan theorem in \(L^{\infty}\) with applications to asset pricing (Q2480082) (← links)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
