Pages that link to "Item:Q4345926"

The following pages link to REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED (Q4345926):

Displaying 32 items.

• A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
• Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
• A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
• A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952) (← links)
• A note on the no arbitrage condition for international financial markets (Q1000412) (← 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)
• 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)
• Free lunch large financial markets with continuous price processes (Q1429114) (← links)
• On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift (Q1962119) (← links)
• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
• Insider information and its relation with the arbitrage condition and the utility maximization problem (Q2045757) (← links)
• An Italian perspective on the development of financial mathematics from 1992 to 2008 (Q2072109) (← links)
• Arbitrage and state price deflators in a general intertemporal framework (Q2571924) (← links)
• A guaranteed deterministic approach to superhedging: no arbitrage properties of the market (Q2660513) (← links)
• Robust Utility Maximization without Model Compactness (Q2797753) (← links)
• DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167) (← links)
• Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (Q3645196) (← links)
• A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011) (← links)
• Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (Q4548069) (← links)
• Option bounds (Q4822458) (← links)
• Robust statistical arbitrage strategies (Q4991081) (← links)
• Bond market completeness under stochastic strings with distribution-valued strategies (Q5068080) (← links)
• (Q5240348) (← links)
• OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
• Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← links)