Pages that link to "Item:Q4885236"
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The following pages link to Equivalent martingale measures and no-arbitrage (Q4885236):
Displayed 13 items.
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Market viability via absence of arbitrage of the first kind (Q693030) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← 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)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- The fundamental theorem of asset pricing under default and collateral in finite discrete time (Q2492986) (← links)
- Characterizing Attainable Claims: A New Proof (Q3067842) (← 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)