Pages that link to "Item:Q2463718"
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The following pages link to The numéraire portfolio in semimartingale financial models (Q2463718):
Displayed 5 items.
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
- The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints (Q2267519) (← links)
- In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
- Real-world jump-diffusion term structure models (Q5189712) (← links)