The following pages link to (Q4251567):
Displayed 9 items.
- Probabilistic aspects of finance (Q373529) (← links)
- Market viability via absence of arbitrage of the first kind (Q693030) (← links)
- Free lunch large financial markets with continuous price processes (Q1429114) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- On the Existence of Minimax Martingale Measures (Q4548067) (← links)