Pages that link to "Item:Q3470221"
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The following pages link to Equivalent martingale measures and no-arbitrage in stochastic securities market models (Q3470221):
Displayed 50 items.
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Market viability via absence of arbitrage of the first kind (Q693030) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- In discrete time a local martingale is a martingale under an equivalent probability measure (Q1003343) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- Dominated families of martingale, supermartingale and quasimartingale laws (Q1272172) (← links)
- The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- A remark on arbitrage and martingale measure (Q1318889) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← 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)
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- Characterization of arbitrage-free markets (Q1774213) (← links)
- Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) (← links)
- Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← 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)
- 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)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
- A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737) (← links)
- The fundamental theorem of asset pricing under default and collateral in finite discrete time (Q2492986) (← links)
- Arbitrage Theory with State-Price Deflators (Q2854347) (← links)
- Characterizing Attainable Claims: A New Proof (Q3067842) (← links)
- STOCHASTIC VOLATILITY AND JUMP-DIFFUSION — IMPLICATIONS ON OPTION PRICING (Q3523537) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A Stochastic Extension of the Miller‐Modigliani Framework<sup>1</sup> (Q4345918) (← links)
- REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED (Q4345926) (← links)
- Martingale Measures For A Class of Right‐Continuous Processes (Q4371999) (← links)
- A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011) (← links)
- MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (Q4372021) (← links)
- RAPID GROWTH PATHS IN CONVEX-VALUED RANDOM DYNAMICAL SYSTEMS (Q4460432) (← links)