Pages that link to "Item:Q1387768"
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The following pages link to Local martingales and the fundamental asset pricing theorems in the discrete-time case (Q1387768):
Displayed 22 items.
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
- Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
- In discrete time a local martingale is a martingale under an equivalent probability measure (Q1003343) (← links)
- Arbitrage in stationary markets (Q1022419) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729) (← links)
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- A measure-theoretic approach to completeness of financial markets (Q1771302) (← links)
- Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980) (← links)
- Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984) (← links)
- Information processes for semimartingale experiments (Q1872330) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- Asymptotic pricing in large financial markets (Q2466791) (← links)
- Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
- A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737) (← links)
- Characterizing Attainable Claims: A New Proof (Q3067842) (← links)
- Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (Q4548069) (← links)
- Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs (Q4548072) (← links)
- On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)
- On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
- The Harrison-Pliska arbitrage pricing theorem under transaction costs (Q5939294) (← links)
