Pages that link to "Item:Q719780"

The following pages link to On the semimartingale property of discounted asset-price processes (Q719780):

Displaying 18 items.

• Drift operator in a viable expansion of information flow (Q288832) (← links)
• On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
• Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
• Change of measure up to a random time: details (Q529431) (← links)
• A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308) (← links)
• Pathwise stochastic integrals for model free finance (Q726748) (← links)
• The existence of dominating local martingale measures (Q889615) (← links)
• Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
• Properly discounted asset prices are semimartingales (Q2024115) (← links)
• Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
• Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
• The value of informational arbitrage (Q2308171) (← links)
• On infinitely divisible semimartingales (Q2634898) (← links)
• Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← links)
• Portfolio optimization under shortfall risk constraint (Q2817245) (← links)
• Remarks on simple arbitrage on markets with bid and ask prices (Q2985927) (← links)
• No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
• Exploiting arbitrage requires short selling (Q6078117) (← links)