The following pages link to Portfolio Theory and Arbitrage (Q5073834):
Displaying 11 items.
- A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities (Q2108507) (← links)
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
- Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (Q2681318) (← links)
- Open markets (Q6054375) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
- Optimal growth strategies in a stochastic market model with endogenous prices (Q6589443) (← links)
- Open markets and hybrid Jacobi processes (Q6591589) (← links)
- Arbitrage theory in a market of stochastic dimension (Q6641075) (← links)
- Stability of the Epstein-Zin problem (Q6641086) (← links)
