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~person:"Frittelli, Marco"
~subject:"First fundamental theorem of asset pricing"
~subject:"Martingal"
~type_genre:"Article in journal"
~type_genre:"Textbook"
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First fundamental theorem of asset pricing
Martingal
Incomplete market
6
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6
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Unvollkommener Markt
6
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5
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3
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Frittelli, Marco
Arai, Takuji
4
Biagini, Sara
2
Choulli, Tahir
2
Hodoshima, Jiro
2
Kramkov, Dmitry
2
Miyahara, Yoshio
2
Protter, Philip E.
2
Schachermayer, Walter
2
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2
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Campi, Luciano
1
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1
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1
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1
De Donno, Marzia
1
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1
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1
Dorfleitner, Gregor
1
Fisher, Lance A.
1
Gerer, Johannes
1
Giusto, Valeria
1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
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ECONIS (ZBW)
5
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Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
2
Indifference price with general seminartingales
Biagini, Sara
;
Frittelli, Marco
;
Grasselli, Matheus
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 423-446
Persistent link: https://www.econbiz.de/10009155204
Saved in:
3
Utility maximization in incomplete markets for unbounded processes
Biagini, Sara
;
Frittelli, Marco
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 493-517
Persistent link: https://www.econbiz.de/10003123213
Saved in:
4
On the existence of minimax martingale measures
Bellini, Fabio
;
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001686149
Saved in:
5
The minimal entropy martingale measure and the valuation problem in incomplete markets
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10002177131
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