Pages that link to "Item:Q1199742"
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The following pages link to Martingale densities for general asset prices (Q1199742):
Displaying 27 items.
- Drift operator in a viable expansion of information flow (Q288832) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- Semilattices, canonical embeddings and representing measures (Q777918) (← links)
- Dividends in the theory of derivative securities pricing (Q878400) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
- Volatility and arbitrage (Q1751971) (← links)
- Arbitrage in skew Brownian motion models (Q2427806) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- Yan theorem in \(L^{\infty}\) with applications to asset pricing (Q2480082) (← links)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE (Q3502124) (← links)
- SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS (Q3503048) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011) (← links)
- DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup> (Q4372016) (← links)
- MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (Q4372021) (← links)
- An axiomatic approach to the valuation of cash flows (Q4576835) (← links)
- On the minimal martingale measure and the möllmer-schweizer decomposition (Q4859232) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- Insiders and Their Free Lunches: The Role of Short Positions (Q5097220) (← links)
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
- A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
