The following pages link to (Q4213413):
Displaying 21 items.
- No arbitrage of the first kind and local martingale numéraires (Q331366) (← links)
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
- Filtration shrinkage, the structure of deflators, and failure of market completeness (Q2211342) (← links)
- The value of informational arbitrage (Q2308171) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
- Locally Ф-integrable σ-martingale densitiesfor general semimartingales (Q2803516) (← links)
- STRONG BUBBLES AND STRICT LOCAL MARTINGALES (Q2814669) (← links)
- The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
- (Q4384414) (← links)
- A Time Before Which Insiders Would not Undertake Risk (Q4561940) (← links)
- Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884) (← links)
- Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026) (← links)
- On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)
- Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance (Q6591579) (← links)
- Arbitrage theory in a market of stochastic dimension (Q6641075) (← links)
