Pages that link to "Item:Q1209479"
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The following pages link to A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479):
Displaying 50 items.
- Optimal search for parameters in Monte Carlo simulation for derivative pricing (Q321025) (← links)
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
- On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
- A remark on arbitrage and martingale measure (Q1318889) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- Valuation of the early-exercise price for options using simulations and nonparametric regression (Q1381139) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- Profitability in a multiple strategy market (Q1417728) (← links)
- Orthogonal decompositions in Hilbert \(A\)-modules (Q1630604) (← links)
- Local martingales in discrete time (Q1748587) (← links)
- Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984) (← links)
- On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Dominated weak solutions for a second order ordinary differential equation with boundary conditions in \((0, \infty)\) (Q2136530) (← links)
- An extreme value theorem on closed convex subsets of \(L^p\) spaces and two applications (Q2195171) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
- No arbitrage and closure results for trading cones with transaction costs (Q2271722) (← links)
- Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs (Q2274232) (← links)
- How local in time is the no-arbitrage property under capital gains taxes? (Q2312396) (← links)
- A note on super-hedging for investor-producers (Q2392019) (← links)
- On representations of the set of supermartingale measures and applications in discrete time (Q2401121) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- The fundamental theorem of asset pricing under default and collateral in finite discrete time (Q2492986) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
- Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
- Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)
- MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (Q4372021) (← links)
- The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011) (← 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)
- 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)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
- Option Pricing Under Autoregressive Random Variance Models (Q5018717) (← links)
- (Q5044308) (← links)
