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subject:"Martingal"
~person:"Fontana, Claudio"
~person:"Frittelli, Marco"
~person:"Kabanov, Jurij M."
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Martingal
Arbitrage Pricing
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Arbitrage pricing
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Theorie
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Fontana, Claudio
Frittelli, Marco
Kabanov, Jurij M.
Cassese, Gianluca
4
Delbaen, Freddy
3
Kardaras, Constantinos
3
Schachermayer, Walter
3
Schürger, Klaus
3
Beißner, Patrick
2
Burzoni, Matteo
2
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2
Evstigneev, Igor V.
2
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2
Leitner, Johannes
2
Lepinette, Emmanuel
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Maggis, Marco
2
Obłój, Jan
2
Rásonyi, Miklós
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Sayit, Hasanjan
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Taksar, Michael I.
2
Valkeila, Esko
2
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1
Bender, Christian
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Biagini, Sara
1
Bin Li
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Clark, Stephen A.
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Finance and stochastics
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
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
Saved in:
2
Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Saved in:
3
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
4
No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.
;
Kardaras, Constantinos
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475
Saved in:
5
Weak and strong no-arbitrage conditions for continuous financial markets
Fontana, Claudio
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
Saved in:
6
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10009423233
Saved in:
7
Markets with transaction costs : mathematical theory
Kabanov, Jurij M.
;
Safarian, Mher M.
-
2009
Persistent link: https://www.econbiz.de/10003697408
Saved in:
8
In discrete time a local martingale is a martingale under an equivalent probability measure
Kabanov, Jurij M.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 293-297
Persistent link: https://www.econbiz.de/10003899176
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