Pages that link to "Item:Q457178"
From MaRDI portal
The following pages link to Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178):
Displaying 8 items.
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- The fundamental theorem of asset pricing for unbounded stochastic processes (Q1271229) (← links)
- Trading strategies generated pathwise by functions of market weights (Q2308179) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709) (← links)
- A càdlàg rough path foundation for robust finance (Q6181520) (← links)
- Arbitrage theory in a market of stochastic dimension (Q6641075) (← links)
- Quantifying dimensional change in stochastic portfolio theory (Q6641079) (← links)
