scientific article; zbMATH DE number 1789940

zbMath1005.60058arXivmath/0305017MaRDI QIDQ4549251

Jia'an Yan

Publication date: 27 August 2002

Full work available at URL: https://arxiv.org/abs/math/0305017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

completenessoptimal portfoliooptional decompositionfundamental theorem at asset pricing

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44)

Related Items (6)

Probabilistic aspects of finance ⋮ The super-replication theorem under proportional transaction costs revisited ⋮ The fundamental theorem of asset pricing for continuous processes under small transaction costs ⋮ ASSET PRICE BUBBLES IN INCOMPLETE MARKETS ⋮ THE MEANING OF MARKET EFFICIENCY ⋮ STRONG BUBBLES AND STRICT LOCAL MARTINGALES

This page was built for publication: