Pages that link to "Item:Q2354886"
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The following pages link to Strict local martingales and bubbles (Q2354886):
Displaying 24 items.
- Relative asset price bubbles (Q315462) (← links)
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (Q491703) (← links)
- The lifetime of a financial bubble (Q506379) (← links)
- The existence of dominating local martingale measures (Q889615) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Strict local martingales: examples (Q1687193) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Absolute continuity of semimartingales (Q1722022) (← links)
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- Scaled insurance cash flows: representation and computation via change of measure techniques (Q2120546) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- Filtration shrinkage, strict local martingales and the Föllmer measure (Q2511563) (← links)
- Bubbles in discrete-time models (Q2675818) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- Valuation and Parities for Exchange Options (Q5250041) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
- Supermartingales as Radon-Nikodym densities and related measure extensions (Q5962535) (← links)