Pages that link to "Item:Q4345933"

The following pages link to A Martingale Representation Result and an Application to Incomplete Financial Markets (Q4345933):

Displaying 21 items.

• Game contingent claims in complete and incomplete markets (Q705897) (← links)
• On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets (Q862209) (← links)
• Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
• A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
• Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
• A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
• Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354) (← links)
• The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
• Smallest \(g\)-supersolution with constraint (Q1589807) (← links)
• Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← links)
• Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (Q1922096) (← links)
• The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
• On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
• Locally Ф-integrable σ-martingale densitiesfor general semimartingales (Q2803516) (← links)
• Price uniqueness and fundamental theorem of asset pricing with finitely additive probabilities (Q2875260) (← links)
• Characterizing Attainable Claims: A New Proof (Q3067842) (← links)
• Entropy Maximization in Finance (Q3298034) (← links)
• HEDGING UNDER ARBITRAGE (Q4917300) (← links)
• Optimal claims with fixed payoff structure (Q5245622) (← links)
• On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)
• On Z-mean reflected BSDEs (Q6201862) (← links)