Pages that link to "Item:Q1149872"
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The following pages link to Arbitrage and equilibrium in economies with infinitely many commodities (Q1149872):
Displayed 50 items.
- The valuation problem in arbitrage price theory (Q690339) (← links)
- Asset market equilibrium in infinite dimensional complete markets (Q756627) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Asset pricing for general processes (Q804457) (← links)
- Arbitrage, rationality, and equilibrium (Q806831) (← links)
- A variational problem arising in financial economics (Q811312) (← links)
- Asset pricing under progressive taxes and existence of general equilibrium (Q813344) (← links)
- Necessary and sufficient conditions for solving infinite-dimensional linear inequalities (Q850601) (← links)
- Computation of arbitrage in frictional bond markets (Q860869) (← links)
- Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- Information structures and viable price systems (Q1085024) (← links)
- Multiperiod security markets with differential information (Q1086116) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- Martingales and arbitrage in multiperiod securities markets (Q1138469) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Equilibria in markets with a Riesz space of commodities (Q1172999) (← links)
- A note on the terminal date security prices in a continuous time trading model with dividends (Q1174342) (← links)
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- Dominated families of martingale, supermartingale and quasimartingale laws (Q1272172) (← links)
- Arbitrage, martingales and bubbles (Q1274730) (← links)
- Arbitrage and asset prices (Q1278560) (← links)
- The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
- On the different notions of arbitrage and existence of equilibrium (Q1306765) (← links)
- On the arbitrage pricing theory (Q1338108) (← links)
- Spanning, valuation and options (Q1338119) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Free lunch large financial markets with continuous price processes (Q1429114) (← links)
- Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- Characterization of arbitrage-free markets (Q1774213) (← links)
- Generalized vector variational inequalities over countable product of sets (Q1777443) (← links)
- Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets (Q1817338) (← links)
- The existence of security market equilibrium with a non-atomic state space (Q1817342) (← links)
- Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
- Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales (Q1890922) (← links)
- Viable prices in financial markets with solvency constraints (Q1890932) (← links)
- Production equilibria in locally proper economies with unbounded and unordered consumers (Q1961956) (← links)
- Arbitrage approximation theory (Q1972343) (← links)
- Risky arbitrage, asset prices, and externalities (Q2458434) (← links)
- Yan theorem in \(L^{\infty}\) with applications to asset pricing (Q2480082) (← links)
- Price operators analysis in \(L_p\)-spaces (Q2492715) (← links)
- A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937) (← links)
- Equilibrium analysis of Kantorovich spaces (Q2567705) (← links)
- Arbitrage and state price deflators in a general intertemporal framework (Q2571924) (← links)