The following pages link to HEDGING UNDER ARBITRAGE (Q4917300):
Displaying 35 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Relative asset price bubbles (Q315462) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- Negative call prices (Q470687) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Pathwise stochastic integrals for model free finance (Q726748) (← links)
- The existence of dominating local martingale measures (Q889615) (← links)
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
- Scaled insurance cash flows: representation and computation via change of measure techniques (Q2120546) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- No-arbitrage under additional information for thin semimartingale models (Q2274293) (← links)
- Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- No-arbitrage up to random horizon for quasi-left-continuous models (Q2412394) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (Q2798580) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS (Q4608110) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- THE MEANING OF MARKET EFFICIENCY (Q4906537) (← links)
- Functional Portfolio Optimization in Stochastic Portfolio Theory (Q5080133) (← links)
- Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality (Q5097173) (← links)
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
- THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- Valuation and Parities for Exchange Options (Q5250041) (← links)
- Supermartingales as Radon-Nikodym densities and related measure extensions (Q5962535) (← links)
- Exploiting arbitrage requires short selling (Q6078117) (← links)
- No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)
