Pages that link to "Item:Q1417729"
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The following pages link to The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729):
Displaying 7 items.
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- Market viability and martingale measures under partial information (Q2340293) (← links)
- Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- Real-world jump-diffusion term structure models (Q5189712) (← links)
- A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)
