The following pages link to (Q4845592):
Displayed 15 items.
- Valuation before and after tax in the discrete time, finite state no arbitrage model (Q666290) (← links)
- The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984) (← links)
- On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
- Equivalent martingale measures and no-arbitrage (Q4885236) (← links)
- Equivalent martingale measures and no-arbitrage (Q4885245) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- The Harrison-Pliska arbitrage pricing theorem under transaction costs (Q5939294) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)