Pages that link to "Item:Q2339115"

The following pages link to Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115):

Displaying 14 items.

• Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
• Single jump processes and strict local martingales (Q901294) (← links)
• Sticky processes, local and true martingales (Q1708983) (← links)
• Asset price bubbles in markets with transaction costs (Q2085833) (← links)
• Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
• A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013) (← links)
• Sticky Continuous Processes have Consistent Price Systems (Q2949856) (← links)
• Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843) (← links)
• A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
• On the existence of sure profits via flash strategies (Q5226247) (← links)
• Market Models with Optimal Arbitrage (Q5250038) (← links)
• Exploiting arbitrage requires short selling (Q6078117) (← links)
• On statistical indistinguishability of complete and incomplete discrete time market models (Q6089405) (← links)
• No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)