Publication:2760175
From MaRDI portal
zbMath1013.46062MaRDI QIDQ2760175
Walter Schachermayer, Freddy Delbaen
Publication date: 29 June 2003
Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Martingales and classical analysis (60G46)
Related Items
Relevant coherent measures of risk, CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE”, Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration, Pathwise stochastic integrals for model free finance, Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets, AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS, THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE, Arbitrage Theory with State-Price Deflators