scientific article; zbMATH DE number 1069535
From MaRDI portal
Publication:4356493
Recommendations
Cited in
(18)- Nonlinear stochastic integrals for hyperfinite Lévy processes
- Non-arbitrage criteria for financial markets with efficient friction
- Efficient hedging currency options in fractional Brownian motion model with jumps
- No arbitrage in continuous financial markets
- Geometric criterion for a robust condition of no sure arbitrage with unlimited profit
- Banach geometry of financial market models
- Absence of arbitrage in markets with infinitely many assets
- Note on no-arbitrage criteria
- scientific article; zbMATH DE number 1475706 (Why is no real title available?)
- Deterministic criteria for the absence and existence of arbitrage in multi-dimensional diffusion markets
- Séminaire de Probabilités XXXVIII
- A complement to the Grigoriev theorem for the Kabanov model
- scientific article; zbMATH DE number 5592539 (Why is no real title available?)
- Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage
- No arbitrage and multiplicative special semimartingales
- Stable distributions and the term structure of interest rates
- Partial hedging of spread options with a given probability
- General matrix-valued inhomogeneous linear stochastic differential equations and applications
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4356493)
