Pages that link to "Item:Q4213029"

The following pages link to A Simple Counterexample to Several Problems in the Theory of Asset Pricing (Q4213029):

Displaying 24 items.

• Relative asset price bubbles (Q315462) (← links)
• On arbitrages arising with honest times (Q457179) (← links)
• Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
• On the hedging of options on exploding exchange rates (Q471173) (← links)
• Horizon dependence of utility optimizers in incomplete models (Q693036) (← links)
• Conditional Davis pricing (Q784731) (← links)
• The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
• Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
• On the super replication price of unbounded claims (Q1769420) (← links)
• Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
• Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
• Strict local martingales with jumps (Q2258828) (← links)
• Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
• The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
• Stability of utility-maximization in incomplete markets (Q2464860) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
• THE MEANING OF MARKET EFFICIENCY (Q4906537) (← links)
• A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
• Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration (Q5095747) (← links)
• Insiders and Their Free Lunches: The Role of Short Positions (Q5097220) (← links)
• STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
• WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
• A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE (Q5459960) (← links)