Pages that link to "Item:Q2575816"
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The following pages link to Super-replication and utility maximization in large financial markets (Q2575816):
Displayed 20 items.
- On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- Risk-neutral pricing for arbitrage pricing theory (Q779871) (← links)
- On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes (Q1957088) (← links)
- BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135) (← links)
- Stochastic integration with respect to cylindrical semimartingales (Q2076630) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL (Q2836218) (← links)
- A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets (Q3178725) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- Mean-Variance Hedging in Large Financial Markets (Q3651643) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044) (← links)
- From small markets to big markets (Q4989142) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)
- Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration (Q5095747) (← links)
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709) (← links)
- A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting (Q5131239) (← links)
- PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)