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On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan; Zhou, Zhou - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
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No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
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Arbitrage with fractional Brownian motion
Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 7 (1997) 1, pp. 95-105
Persistent link: https://www.econbiz.de/10001213305
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Representing Martingale measures when asset prices are continuous and bounded
Delbaen, Freddy - In: Mathematical finance : an international journal of … 2 (1992) 2, pp. 107-130
Persistent link: https://www.econbiz.de/10001184899
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Arbitrage and information in a sequential economy with many credit agencies
Stahl, Dale O. - In: Mathematical finance : an international journal of … 5 (1995) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001185063
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Approximate completeness with multiple martingale measures
Artzner, Philippe - In: Mathematical finance : an international journal of … 5 (1995) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10001185067
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Arbitrage and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
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Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 25-55
Persistent link: https://www.econbiz.de/10001185116
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Exact ruin probabilities and the evaluation of program trading on financial markets
Kennedy, D. P. - In: Mathematical finance : an international journal of … 3 (1993) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10001185127
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Martingale measures for a class of right-continuous processes
Lakner, Peter - In: Mathematical finance : an international journal of … 3 (1993) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10001185135