scientific article; zbMATH DE number 1897408
From MaRDI portal
Publication:4802403
zbMATH Open1034.60058MaRDI QIDQ4802403FDOQ4802403
Albert N. Shiryaev, A. S. Cherny
Publication date: 27 April 2003
Title of this publication is not available (Why is that?)
Cited In (22)
- On aggregation and representative agent equilibria
- On distributions of exponential functionals of the processes with independent increments
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stability of utility maximization in nonequivalent markets
- Admissibility of generic market models of forward swap rates
- Defaultable game options in a hazard process model
- Martingale representation property in progressively enlarged filtrations
- Trading strategies generated by Lyapunov functions
- On utility maximization under convex portfolio constraints
- A comparison of two no-arbitrage conditions
- Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case
- Quantifying dimensional change in stochastic portfolio theory
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR
- No-arbitrage concepts in topological vector lattices
- No arbitrage and multiplicative special semimartingales
- Conditional Davis pricing
- Importance sampling for option pricing with feedforward neural networks
- On Exponential Functionals of Processes with Independent Increments
- Simplified stochastic calculus via semimartingale representations
- Burkholder-Davis-Gundy inequalities in UMD Banach spaces
- Taylor approximation of incomplete Radner equilibrium models
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 Q4802403)
