Pages that link to "Item:Q3470221"

The following pages link to Equivalent martingale measures and no-arbitrage in stochastic securities market models (Q3470221):

Displaying 50 items.

• Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
• Consistent price systems under model uncertainty (Q261917) (← links)
• A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
• Convex duality in optimal investment under illiquidity (Q484140) (← links)
• The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
• On utility maximization in discrete-time financial market models (Q558678) (← links)
• Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
• Market viability via absence of arbitrage of the first kind (Q693030) (← links)
• The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
• Introduction to convex optimization in financial markets (Q715237) (← links)
• On the semimartingale property of discounted asset-price processes (Q719780) (← links)
• Finitely additive equivalent martingale measures (Q742102) (← links)
• Risk-neutral pricing for arbitrage pricing theory (Q779871) (← links)
• Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
• A law of large numbers approach to valuation in life insurance (Q865608) (← links)
• How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
• A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
• Arbitrage et lois de martingale. (Arbitrage and martingale laws) (Q917160) (← links)
• Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
• Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
• Market free lunch and large financial markets (Q997417) (← links)
• A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
• In discrete time a local martingale is a martingale under an equivalent probability measure (Q1003343) (← links)
• Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
• Martingale densities for general asset prices (Q1199742) (← links)
• A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
• Dominated families of martingale, supermartingale and quasimartingale laws (Q1272172) (← links)
• The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
• Completeness of securities market models -- an operator point of view (Q1305426) (← links)
• A remark on arbitrage and martingale measure (Q1318889) (← links)
• A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
• Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
• The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
• Profitability in a multiple strategy market (Q1417728) (← links)
• No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← 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)
• Local martingales in discrete time (Q1748587) (← links)
• Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
• Characterization of arbitrage-free markets (Q1774213) (← links)
• Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
• Dynamic trading under integer constraints (Q1788825) (← links)
• Projective system approach to the martingale characterization of the absence of arbitrage (Q1864984) (← links)
• A partial introduction to financial asset pricing theory. (Q1879511) (← links)
• On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) (← links)
• Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
• Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
• Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
• Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
• Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)