Pages that link to "Item:Q2443185"
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The following pages link to The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185):
Displaying 11 items.
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- Informational Efficiency under Short Sale Constraints (Q3195107) (← links)
- Insiders and Their Free Lunches: The Role of Short Positions (Q5097220) (← links)
- A revised option pricing formula with the underlying being banned from short selling (Q5139206) (← links)
- THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
- Supermartingales as Radon-Nikodym densities and related measure extensions (Q5962535) (← links)
- Exploiting arbitrage requires short selling (Q6078117) (← links)
