scientific article; zbMATH DE number 796435
From MaRDI portal
Publication:4845592
zbMATH Open0834.60045MaRDI QIDQ4845592FDOQ4845592
Authors: Dmitry Kramkov, Yuri Kabanov 
Publication date: 21 February 1996
Title of this publication is not available (Why is that?)
Recommendations
- Equivalent martingale measures and no-arbitrage
- Martingales and arbitrage: a new look
- REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
- A general version of the fundamental theorem of asset pricing
- Equivalent martingale measures and no-arbitrage in stochastic securities market models
Cited In (18)
- Projective system approach to the martingale characterization of the absence of arbitrage
- The Harrison-Pliska arbitrage pricing theorem under transaction costs
- A general version of the fundamental theorem of asset pricing
- The Dalang-Morton-Willinger theorem under cone constraints.
- The analysis of finite security markets using martingales
- Equivalent martingale measures and no-arbitrage
- Equivalent martingale measures and no-arbitrage
- Asymptotic arbitrage with small transaction costs
- Coherent risk measure on \(L^0\): NA condition, pricing and dual representation
- On the existence of equivalent \(\tau\)-measures in finite discrete time
- The fundamental theorem of asset pricing with cone constraints
- Title not available (Why is that?)
- Evaluating hybrid products: the interplay between financial and insurance markets
- Arbitrage and control problems in finance. A presentation
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage
- Valuation before and after tax in the discrete time, finite state no arbitrage model
- Special issue: Arbitrage and control problems in finance
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 Q4845592)
