Pages that link to "Item:Q5423766"
From MaRDI portal
The following pages link to General Arbitrage Pricing Model: I – Probability Approach (Q5423766):
Displayed 11 items.
- Weighted V\@R and its properties (Q854285) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- On absolute continuity and singularity of multidimensional diffusions (Q2042787) (← links)
- No arbitrage in continuous financial markets (Q2190064) (← links)
- A comparison of two no-arbitrage conditions (Q2259241) (← links)
- A guaranteed deterministic approach to superhedging: no arbitrage properties of the market (Q2660513) (← links)
- NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT (Q3393967) (← links)
- DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS (Q4608110) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
- (Q5240348) (← links)