scientific article; zbMATH DE number 1323998
From MaRDI portal
Publication:4255370
zbMath0936.91022MaRDI QIDQ4255370
Publication date: 12 August 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Free lunch and arbitrage possibilities in a financial market model with an insider., Explicit description of all deflators for market models under random horizon with applications to NFLVR, Conditional Default Probability and Density, Viable insider markets, Optimal investment in markets with over and under-reaction to information, Some Remarks on Enlargement of Filtration and Finance, The dynamic spread of the forward CDS with general random loss, THE MEANING OF MARKET EFFICIENCY, Quadratic hedging in an incomplete market derived by an influential informed investor, Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches, What happens after a default: the conditional density approach, How does asymmetric information create market incompleteness?, PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE, On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration, Further results on some singular linear stochastic differential equations, Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis, Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps, Stochastic integrals and two filtrations, Option hedging by an influential informed investor, Relative volume as a doubly stochastic binomial point process
