Pages that link to "Item:Q4804607"
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The following pages link to Arbitrage in continuous complete markets (Q4804607):
Displaying 37 items.
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- Alternative defaultable term structure models (Q841849) (← links)
- Intraday empirical analysis and modeling of diversified world stock indices (Q853868) (← links)
- Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
- A structure for general and specific market risk (Q1424643) (← links)
- Hedging for the long run (Q1938979) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- Understanding the implied volatility surface for options on a diversified index (Q2575436) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- Real-World Pricing for a Modified Constant Elasticity of Variance Model (Q3565103) (← links)
- Pricing of index options under a minimal market model with log-normal scaling (Q4647289) (← links)
- A class of complete benchmark models with intensity-based jumps (Q4819433) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- On the Optimal Investment (Q4976507) (← links)
- Recovering the real-world density and liquidity premia from option data (Q5001196) (← links)
- Real-world jump-diffusion term structure models (Q5189712) (← links)
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
- A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)
- A BENCHMARK APPROACH TO FINANCE (Q5472781) (← links)
- Local volatility function models under a benchmark approach (Q5484644) (← links)
- On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (Q5489325) (← links)
- A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)
- BENCHMARKED RISK MINIMIZATION (Q5739193) (← links)
- APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES (Q5854315) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- \(W_2\) barycenters for radially related distributions (Q6101733) (← links)
