The following pages link to (Q5506186):
Displaying 35 items.
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
- Negative call prices (Q470687) (← links)
- Diversity and arbitrage in a regulatory breakup model (Q635965) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- Asset price bubbles: invariance theorems (Q2170295) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- Weak tail conditions for local martingales (Q2421830) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
- Bubbles in discrete-time models (Q2675818) (← links)
- WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES (Q2800049) (← links)
- STRONG BUBBLES AND STRICT LOCAL MARTINGALES (Q2814669) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
- Informational Efficiency under Short Sale Constraints (Q3195107) (← links)
- Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843) (← links)
- A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
- Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- Valuation and Parities for Exchange Options (Q5250041) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
- INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
- Asset price bubbles, wealth preserving, dominating, and replicating trading strategies (Q6105376) (← links)
- Liquidity Based Modeling of Asset Price Bubbles via Random Matching (Q6184829) (← links)
