scientific article; zbMATH DE number 926726

From MaRDI portal
Publication:4892148

zbMath0877.60028MaRDI QIDQ4892148

Tahir Choulli, Christophe Stricker

Publication date: 6 November 1997

Full work available at URL: http://www.numdam.org/item?id=SPS_1996__30__12_0

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



Related Items

Structure condition under initial enlargement of filtrationDrift operator in a viable expansion of information flowNo arbitrage of the first kind and local martingale numérairesRobust utility maximization with nonlinear continuous semimartingalesNo arbitrage and multiplicative special semimartingalesNo arbitrage in continuous financial marketsNo-arbitrage under a class of honest timesTime-consistent mean-variance portfolio selection in discrete and continuous timeFinancial markets with a large traderDETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETSLocal risk-minimization for defaultable claims with recovery processFiltration shrinkage, the structure of deflators, and failure of market completenessOn arbitrages arising with honest timesStructure Conditions under Progressively Added InformationA minimality property of the minimal martingale measureA note on the condition of no unbounded profit with bounded riskSome no-arbitrage rules under short-sales constraints, and applications to converging asset pricesMinimal \(f^q\)-Martingale measures for exponential Lévy processesReproducing kernel Hilbert space based on special integrable semimartingales and stochastic integrationThe Föllmer-Schweizer decomposition: comparison and descriptionNo-arbitrage under additional information for thin semimartingale modelsProgressive enlargements of filtrations with pseudo-honest timesMinimal Hellinger martingale measures of order \(q\)No-arbitrage concepts in topological vector lattices\(\mathcal E\)-martingales and their applications in mathematical finance