Pages that link to "Item:Q1916476"

The following pages link to A necessary and sufficient condition for absence of arbitrage with tame portfolios (Q1916476):

Displaying 13 items.

• Optimal arbitrage under model uncertainty (Q657697) (← links)
• On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
• Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
• Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
• Characterization of arbitrage-free markets (Q1774213) (← links)
• The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
• Yan theorem in \(L^{\infty}\) with applications to asset pricing (Q2480082) (← links)
• A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing (Q2811116) (← links)
• Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
• THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS-TIME FINANCIAL MARKETS (Q2875726) (← links)
• Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing (Q3585329) (← links)
• On the martingale property of stochastic exponentials (Q4667990) (← links)
• Optimal investment with a noisy signal of future stock prices (Q6190919) (← links)