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Survival, arbitrage, and equilibrium with financial derivatives in constrained asset markets
Hahn, Guangsug, (2012)
The two fundamental theorems of asset pricing for a class of continuous-time financial markets
Lyasoff, Andrew, (2014)
Introduction to economic theory of bubbles
Miao, Jianjun, (2014)
An entropy approach to the Stein and Stein model with correlation
Rheinländer, Thorsten, (2005)
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên, (1998)
Optimal Martingale measures and their applications in mathematical finance
Rheinländer, Thorsten, (1999)