Pages that link to "Item:Q1387768"

The following pages link to Local martingales and the fundamental asset pricing theorems in the discrete-time case (Q1387768):

Displaying 50 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• Stochastic analysis for obtuse random walks (Q495716) (← links)
• Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
• On utility maximization in discrete-time financial market models (Q558678) (← links)
• Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← 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)
• No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
• Robust expected utility maximization with medial limits (Q1633590) (← links)
• Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
• Discrete-time market models from the small investor point of view and the first fundamental-type theorem (Q1698737) (← links)
• Sticky processes, local and true martingales (Q1708983) (← 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)
• Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
• Duality for pathwise superhedging in continuous time (Q1999600) (← links)
• Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249) (← links)
• No-arbitrage symmetries (Q2148548) (← links)
• No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
• Realistic models of financial market and structural stability (Q2230057) (← links)
• Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
• Superreplication under model uncertainty in discrete time (Q2255006) (← links)
• On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
• Arbitrage and duality in nondominated discrete-time models (Q2341632) (← 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)
• A guaranteed deterministic approach to superhedging: no arbitrage properties of the market (Q2660513) (← links)
• Guaranteed deterministic approach to superhedging: most unfavorable scenarios of market behavior and the moment problem (Q2689635) (← links)
• CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM (Q2788694) (← links)
• A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994) (← links)
• Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• Characterizing Attainable Claims: A New Proof (Q3067842) (← links)
• NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← 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)
• A pointwise bipolar theorem (Q4621359) (← links)
• On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)
• DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
• COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)