On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang-Bang No-Arbitrage Criteria-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang-Bang No-Arbitrage Criteria

Published:2004-04 Issue:2 Volume:14 Page:201-221
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:Mathematical Finance

Author:

Evstigneev Igor V.,Schurger Klaus,Taksar Michael I.

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.0960-1627.2004.00189.x/fullpdf

Reference33 articles.

1. Discrete and Continuous Bang-Bang and Facial Spaces Or: Look for the Extreme Points

2. Arbitrage Theory in Continuous Time

3. W.Brannath(1997 ): No Arbitrage and Martingale Measures in Option Pricing . Ph.D. Disseration , Universitt Wien, Austria.

4. No Arbitrage in Discrete Time Under Portfolio Constraints

Cited by 20 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Capital Growth and Survival Strategies in a Market with Endogenous Prices;SIAM Journal on Financial Mathematics;2023-08-01

2. Guaranteed Deterministic Approach to Superhedging: Mixed Strategies and Game Equilibrium;Automation and Remote Control;2022-12

3. A multidimensional Fatou lemma for conditional expectations;Positivity;2021-03-29

4. Arbitrage concepts under trading restrictions in discrete-time financial markets;Journal of Mathematical Economics;2021-01

5. Arbitrage Concepts Under Trading Restrictions in Discrete-Time Financial Markets;SSRN Electronic Journal;2020

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP