Pages that link to "Item:Q4827315"
From MaRDI portal
The following pages link to A note on completeness in large financial markets (Q4827315):
Displaying 5 items.
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)