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Search: subject:"local martingale measure"
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Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
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2
Testing efficiency in small and large financial markets
Dare, Wale
-
2017
Persistent link: https://www.econbiz.de/10011799698
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3
Deterministic criteria for the absence and existence of arbitrage in multi-dimensional diffusion markets
Criens, David
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011845940
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4
The existence of dominating local martingale measures
Imkeller, Peter
;
Perkowski, Nicolas
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 685-717
Persistent link: https://www.econbiz.de/10011420345
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5
From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes
Fujiwara, Tsukasa
- In:
Asia-Pacific Financial Markets
11
(
2004
)
4
,
pp. 367-391
Persistent link: https://www.econbiz.de/10005727073
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