scientific article; zbMATH DE number 1144392
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Publication:4384413
zbMATH Open0898.60053MaRDI QIDQ4384413FDOQ4384413
Authors: Irene Klein, Walter Schachermayer 
Publication date: 1 July 1998
Title of this publication is not available (Why is that?)
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large financial marketsequivalent local martingale measuresabsence of asymptotic arbitragecharacterizing asymptotic arbitrage
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- Strong asymptotic arbitrage in the large fractional binary market
- A note on completeness in large financial markets
- From small markets to big markets
- Asymptotic arbitrage in large financial markets with friction
- Arbitrage and state price deflators in a general intertemporal framework
- Asymptotic arbitrage and large deviations
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- Super-replication and utility maximization in large financial markets
- Asymptotic arbitrage and numéraire portfolios in large financial markets
- Asymptotic pricing in large financial markets
- Maximizing expected utility in the arbitrage pricing model
- Statistical testing for asymptotic no-arbitrage in financial markets
- Asymptotic arbitrage in the Heston model
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension
- Free lunch large financial markets with continuous price processes
- UTILITY MAXIMIZATION IN A LARGE MARKET
- Asymptotic arbitrage with small transaction costs
- A new perspective on the fundamental theorem of asset pricing for large financial markets
- Indifference pricing for contingent claims: large deviations effects
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage
- On the probability of completeness for large markets
- Pricing of contingent claims in large markets
- No Arbitrage Theory for Bond Markets
- Market free lunch and large financial markets
- Arbitrage theory for non convex financial market models
- Asymptotic asset pricing and bubbles
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage
- A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting
- Asymptotic linear arbitrage and utility-based asymptotic linear arbitrage in mean-reverting financial markets
- Exponentially concave functions and high dimensional stochastic portfolio theory
- Risk-neutral pricing for arbitrage pricing theory
- Arbitrage in stationary markets
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