The valuation problem in arbitrage price theory
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- Application of the Radon-Nikodym Theorem to the Theory of Sufficient Statistics
- Arbitrage and equilibrium in economies with infinitely many commodities
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Coherence and the axioms of confirmation
- Competitive Equilibria in Production Economies with an Infinite-Dimensional Commodity Space
- Fair bets and inductive probabilities
- Finitely Additive Measures
- Martingales and arbitrage in multiperiod securities markets
- Multiperiod security markets with differential information
- On the fundamental theorem of asset pricing with an infinite state space
- Optimization Problems in the Theory of Continuous Trading
- The Price Equilibrium Existence Problem in Topological Vector Lattices
- The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
- The pricing of options and corporate liabilities
- Truth and Simplicity
Cited in
(28)- Measuring risk with multiple eligible assets
- Risk measures beyond frictionless markets
- Pricing rules and Arrow-Debreu ambiguous valuation
- Stochastic measures of arbitrage.
- On Monotone Extension of Linear Continuous Functionals
- Arbitrage and state price deflators in a general intertemporal framework
- Necessary and sufficient conditions for solving infinite-dimensional linear inequalities
- Decision-making under risk: when is utility-maximization equivalent to risk-minimization?
- Cost minimization and the stochastic discount factor
- Risk-neutral valuation with infinitely many trading dates
- Perturbation analysis of sub/super hedging problems
- The random utility model with an infinite choice space
- Axioms for the valuation of payment streams: A topological vector space approach
- Strong previsions of random elements
- The fundamental theorem of asset pricing with cone constraints
- Controlled random fields, von Neumann-Gale dynamics and multimarket hedging with risk
- Arbitrage Values Generally Depend On A Parametric Rate of Return
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES
- Introduction to a theory of value coherent with the no-arbitrage principle
- Narrowing the no-arbitrage bounds
- Equivalent locally martingale measure for the deflator process on ordered Banach algebra
- Arbitrage pricing of contingent claims
- Arbitrage approximation theory
- ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions
- Atomic sublattices and basic derivatives in finance
- Asset pricing under progressive taxes and existence of general equilibrium
- Sure wins, separating probabilities and the representation of linear functionals
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