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~person:"Frittelli, Marco"
~subject:"First fundamental theorem of asset pricing"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Textbook"
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First fundamental theorem of asset pricing
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Incomplete market
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5
Martingale
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Frittelli, Marco
Kubler, Felix
13
Gottardi, Piero
12
Cárceles-Poveda, Eva
11
Henderson, Vicky
10
Hens, Thorsten
10
Orrillo, Jaime
10
Sargent, Thomas J.
10
Schmedders, Karl
10
Agénor, Pierre-Richard
9
Villanacci, Antonio
9
Polemarchakis, Heraklis M.
8
Momi, Takeshi
7
Páscoa, Mário Rui
7
Wen, Yi
7
Acemoglu, Daron
6
Chien, YiLi
6
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6
Den Haan, Wouter J.
6
Dierker, Egbert
6
Easley, David
6
Gale, Douglas
6
Krebs, Tom
6
Krusell, Per
6
Pietra, Tito
6
Ragot, Xavier
6
Blume, Lawrence E.
5
Ghatak, Maitreesh
5
Herings, Peter Jean-Jacques
5
Hnatkovska, Viktoria
5
Hobson, David G.
5
Hugonnier, Julien
5
Jouini, Elyès
5
Kajii, Atsushi
5
Matsuyama, Kiminori
5
Saitō, Makoto
5
Smith, Bruce D.
5
Tirelli, Mario
5
Ventura, Luigi
5
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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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
The supermartingale property of the optimal wealth process for general semimartingales
Biagini, Sara
;
Frittelli, Marco
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 253-266
Persistent link: https://www.econbiz.de/10003439762
Saved in:
4
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:
5
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:
6
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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