Pages that link to "Item:Q1762864"
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The following pages link to Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864):
Displaying 4 items.
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- On the support of extremal martingale measures with given marginals: the countable case (Q5203949) (← links)