Pages that link to "Item:Q4885236"

The following pages link to Equivalent martingale measures and no-arbitrage (Q4885236):

Displayed 12 items.

• On utility maximization in discrete-time financial market models (Q558678) ‎ (← links)
• On the semimartingale property of discounted asset-price processes (Q719780) ‎ (← links)
• A general version of the fundamental theorem of asset pricing (Q1340170) ‎ (← links)
• The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) ‎ (← links)
• Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984) ‎ (← links)
• On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) ‎ (← links)
• Consistent price systems and face-lifting pricing under transaction costs (Q2426603) ‎ (← links)
• The fundamental theorem of asset pricing under default and collateral in finite discrete time (Q2492986) ‎ (← links)
• Characterizing Attainable Claims: A New Proof (Q3067842) ‎ (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) ‎ (← links)
• The Harrison-Pliska arbitrage pricing theorem under transaction costs (Q5939294) ‎ (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) ‎ (← links)