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1
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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2
The value of informational arbitrage
Chau, Huy N.
;
Cosso, Andrea
;
Fontana, Claudio
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 277-307
Persistent link: https://www.econbiz.de/10012253351
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3
An enlargement of filtration formula with applications to multiple non-ordered default times
Jeanblanc, Monique
;
Li, Libo
;
Song, Shiqi
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 205-240
Persistent link: https://www.econbiz.de/10011945652
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4
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
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5
Minimal Hellinger martingale measures of order q
Choulli, Tahir
;
Stricker, Christophe
;
Li, Jai
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 399-427
Persistent link: https://www.econbiz.de/10003485815
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6
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
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7
Risk-neutral compatibility with option prices
Jacod, Jean
;
Protter, Philip E.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
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8
Existence of an endogenously complete equilibrium driven by a diffusion
Kramkov, Dmitry
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011416985
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9
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption
Mostovyi, Oleksii
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011417138
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10
Optimal investment and price dependence in a semi-static market
Siorpaes, Pietro
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 161-187
Persistent link: https://www.econbiz.de/10011417148
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