scientific article; zbMATH DE number 1304733
From MaRDI portal
Publication:4251567
zbMath0926.91017MaRDI QIDQ4251567
Publication date: 29 November 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Characterisation of \(L^0\)-boundedness for a general set of processes with no strictly positive element ⋮ Drift operator in a viable expansion of information flow ⋮ A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets ⋮ On the Existence of Minimax Martingale Measures ⋮ No arbitrage of the first kind and local martingale numéraires ⋮ Three Essays on Exponential Hedging with Variable Exit Times ⋮ A Time Before Which Insiders Would not Undertake Risk ⋮ Multiasset Derivatives and Joint Distributions of Asset Prices ⋮ Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR ⋮ Arbitrage theory for non convex financial market models ⋮ Arbitrage and utility maximization in market models with an insider ⋮ Probabilistic aspects of finance ⋮ No-arbitrage up to random horizon for quasi-left-continuous models ⋮ Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality ⋮ A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing ⋮ No arbitrage and multiplicative special semimartingales ⋮ Risk measures under model uncertainty: a Bayesian viewpoint ⋮ The Black–Scholes equation in the presence of arbitrage ⋮ Martingale representation processes and applications in the market viability under information flow expansion ⋮ Large Financial Markets, Discounting, and No Asymptotic Arbitrage ⋮ The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions ⋮ Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension ⋮ On arbitrages arising with honest times ⋮ A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting ⋮ Free lunch large financial markets with continuous price processes ⋮ A note on the condition of no unbounded profit with bounded risk ⋮ Supermartingale deflators in the absence of a numéraire ⋮ The numéraire portfolio in semimartingale financial models ⋮ Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration ⋮ Market viability via absence of arbitrage of the first kind ⋮ Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs ⋮ No-arbitrage under additional information for thin semimartingale models ⋮ On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration ⋮ Duality theory for robust utility maximisation ⋮ No-arbitrage concepts in topological vector lattices ⋮ Diffusion-Based Models for Financial Markets Without Martingale Measures ⋮ Market Models with Optimal Arbitrage ⋮ Super-replication and utility maximization in large financial markets
