Pages that link to "Item:Q5950463"

The following pages link to The numeraire portfolio for unbounded semimartingale (Q5950463):

Displaying 48 items.

• On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
• Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
• On the semimartingale property of discounted asset-price processes (Q719780) (← links)
• The existence of dominating local martingale measures (Q889615) (← links)
• How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
• Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
• Asymptotic arbitrage and large deviations (Q941014) (← links)
• From structural assumptions to a link between assets and interest rates (Q959749) (← links)
• Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
• A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
• The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729) (← links)
• On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
• On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes (Q1957088) (← links)
• Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
• Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
• Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
• Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
• The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints (Q2267519) (← links)
• In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
• No-arbitrage under additional information for thin semimartingale models (Q2274293) (← links)
• Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
• Logarithmic utility maximization in an exponential Lévy model (Q2356496) (← links)
• No-arbitrage up to random horizon for quasi-left-continuous models (Q2412394) (← links)
• Intensity-based premium evaluation for unemployment insurance products (Q2446012) (← links)
• Local risk-minimization under the benchmark approach (Q2452150) (← links)
• The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
• Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
• A fair pricing approach to weather derivatives (Q2575439) (← links)
• Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
• Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
• Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
• PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS (Q2909509) (← links)
• No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
• Real-World Forward Rate Dynamics With Affine Realizations (Q3448331) (← links)
• Risk-sensitive benchmarked asset management (Q3518381) (← links)
• CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH (Q3608734) (← links)
• A Discrete Time Benchmark Approach for Insurance and Finance (Q4661678) (← links)
• A class of complete benchmark models with intensity-based jumps (Q4819433) (← links)
• GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION (Q4906519) (← links)
• On the Optimal Investment (Q4976507) (← 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)
• A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)
• BENCHMARKED RISK MINIMIZATION (Q5739193) (← links)
• Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)
• Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
• A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)
• No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)