Pages that link to "Item:Q3000876"
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The following pages link to The Economic Plausibility of Strict Local Martingales in Financial Modelling (Q3000876):
Displayed 14 items.
- Relative asset price bubbles (Q315462) (← links)
- Hedging for the long run (Q1938979) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- Weak tail conditions for local martingales (Q2421830) (← links)
- A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing (Q2811116) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE (Q3621563) (← links)
- THE SMALL AND LARGE TIME IMPLIED VOLATILITIES IN THE MINIMAL MARKET MODEL (Q4909142) (← links)
- STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
- Valuation and Parities for Exchange Options (Q5250041) (← links)
- Arbitrage problems with reflected geometric Brownian motion (Q6181515) (← links)