Pages that link to "Item:Q690339"

The following pages link to The valuation problem in arbitrage price theory (Q690339):

Displaying 18 items.

• Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
• Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
• Asset pricing under progressive taxes and existence of general equilibrium (Q813344) (← links)
• Necessary and sufficient conditions for solving infinite-dimensional linear inequalities (Q850601) (← links)
• Cost minimization and the stochastic discount factor (Q993732) (← links)
• Strong previsions of random elements (Q998875) (← links)
• Sure wins, separating probabilities and the representation of linear functionals (Q1018312) (← links)
• The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
• Stochastic measures of arbitrage. (Q1871422) (← links)
• The random utility model with an infinite choice space (Q1906035) (← links)
• Arbitrage approximation theory (Q1972343) (← links)
• Measuring risk with multiple eligible assets (Q2018547) (← links)
• Narrowing the no-arbitrage bounds (Q2468504) (← links)
• Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
• Arbitrage and state price deflators in a general intertemporal framework (Q2571924) (← links)
• OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
• Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
• Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)