The following pages link to The mathematics of arbitrage (Q2493436):
Displaying 50 items.
- Consistent price systems under model uncertainty (Q261917) (← links)
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Relative asset price bubbles (Q315462) (← links)
- Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779) (← links)
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
- Negative call prices (Q470687) (← links)
- The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091) (← links)
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
- A new formulation of asset trading games in continuous time with essential forcing of variation exponent (Q605895) (← links)
- Diversity and arbitrage in a regulatory breakup model (Q635965) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- Insider models with finite utility in markets with jumps (Q649119) (← links)
- No arbitrage conditions for simple trading strategies (Q666439) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Finitely additive equivalent martingale measures (Q742102) (← links)
- Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (Q777638) (← links)
- Banach geometry of arbitrage free markets (Q830200) (← links)
- Geometric arbitrage theory and market dynamics (Q888763) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- Put-call parity and market frictions (Q894049) (← links)
- Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (Q902181) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Densities for rough differential equations under Hörmander's condition (Q974084) (← links)
- The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
- Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets (Q1007099) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Operator trigonometry of multivariate finance (Q1049542) (← links)
- A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
- Fatou closedness under model uncertainty (Q1624071) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- Option spanning beyond \(L_p\)-models (Q1679558) (← links)
- A set optimization approach to utility maximization under transaction costs (Q1693856) (← links)
- Sticky processes, local and true martingales (Q1708983) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- On optimal investment with processes of long or negative memory (Q1743336) (← links)
