Pages that link to "Item:Q1381309"
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The following pages link to Asymptotic arbitrage in large financial markets (Q1381309):
Displayed 15 items.
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- A note on arbitrage in term structure (Q940999) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- Free lunch large financial markets with continuous price processes (Q1429114) (← links)
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- Asymptotic pricing in large financial markets (Q2466791) (← links)
- A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937) (← links)
- Arbitrage and state price deflators in a general intertemporal framework (Q2571924) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- Hedging Large Portfolios of Options in Discrete Time* (Q3523655) (← links)
- A note on completeness in large financial markets (Q4827315) (← links)
- Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage (Q5459529) (← links)
- DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (Q5464333) (← links)