Pages that link to "Item:Q1744618"

The following pages link to Continuous-time asset pricing theory. A martingale-based approach (Q1744618):

Displaying 14 items.

• Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
• Weak existence and uniqueness for affine stochastic Volterra equations with \(L^1\)-kernels (Q2040079) (← links)
• A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
• Asset price bubbles: invariance theorems (Q2170295) (← links)
• Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles (Q2633454) (← links)
• Stability of the Indirect Utility Process (Q4999900) (← links)
• Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium (Q5080129) (← links)
• APPLYING THE LOCAL MARTINGALE THEORY OF BUBBLES TO CRYPTOCURRENCIES (Q5088800) (← links)
• Funding shortages, expectations, and forward rate risk premium (Q5092646) (← links)
• Informational Efficiency with Trading Constraints: A Characterization (Q5144180) (← links)
• No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
• Exposure valuations and their capital requirements (Q6078123) (← links)
• Interest rate swaps: a comparison of compounded daily versus discrete reference rates (Q6154207) (← links)
• Affine Volterra processes with jumps (Q6189179) (← links)