The following pages link to A BENCHMARK APPROACH TO FINANCE (Q5472781):
Displaying 33 items.
- Non-intersecting squared Bessel paths at a hard-edge tacnode (Q387639) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights (Q731298) (← links)
- Intraday empirical analysis and modeling of diversified world stock indices (Q853868) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- From structural assumptions to a link between assets and interest rates (Q959749) (← links)
- No-arbitrage under a class of honest times (Q1691448) (← links)
- Relative growth optimal strategies in an asset market game (Q2022934) (← links)
- Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- Market selection of constant proportions investment strategies in continuous time (Q2267531) (← links)
- No-arbitrage under additional information for thin semimartingale models (Q2274293) (← links)
- Log-optimal and rapid paths in von Neumann-Gale dynamical systems (Q2326016) (← links)
- Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
- Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
- Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
- No-arbitrage up to random horizon for quasi-left-continuous models (Q2412394) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (Q2798580) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH (Q3608734) (← links)
- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
- SURVIVAL INVESTMENT STRATEGIES IN A CONTINUOUS-TIME MARKET MODEL WITH COMPETITION (Q4990916) (← links)
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
- ROLE OF INFORMATION IN PRICING DEFAULT-SENSITIVE CONTINGENT CLAIMS (Q5245892) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING (Q5493855) (← links)
- INFORMED OPPORTUNISTIC TRADING AND PRICE OPTIMAL CONTROL (Q5696840) (← links)
- BENCHMARKED RISK MINIMIZATION (Q5739193) (← links)
- Supermartingales as Radon-Nikodym densities and related measure extensions (Q5962535) (← links)
- No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)
