The following pages link to (Q3866824):
Displayed 12 items.
- Sure wins, separating probabilities and the representation of linear functionals (Q1018312) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
- A remark on arbitrage and martingale measure (Q1318889) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
- On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) (← links)
- Yan theorem in \(L^{\infty}\) with applications to asset pricing (Q2480082) (← links)
- The fundamental theorem of asset pricing under default and collateral in finite discrete time (Q2492986) (← links)
- A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937) (← links)
- Arbitrage and state price deflators in a general intertemporal framework (Q2571924) (← links)
- Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)