Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Optional decomposition theorem"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Admissible strategies
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage opportunities
1
Arbitrage pricing
1
CAPM
1
Diverse markets
1
Financial markets
1
Incomplete markets
1
Martingal
1
Martingale
1
Measure change
1
Optional decomposition theorem
1
Portfolio selection
1
Portfolio-Management
1
Stochastic exponential
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
fundamental theorem of asset pricing
1
local martingale deflator
1
market viability
1
numéraire portfolio
1
open market
1
optional decomposition theorem
1
piecewise semimartingale
1
superhedging
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Bayraktar, Erhan
1
Kim, Donghan
1
Osterrieder, Jörg
1
Rheinländer, Thorsten
1
Tilva, Abhishek
1
Published in...
All
Annals of Finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Arbitrage theory in a market of stochastic dimension
Bayraktar, Erhan
;
Kim, Donghan
;
Tilva, Abhishek
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 847-895
Persistent link: https://www.econbiz.de/10014565276
Saved in:
2
Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change
Osterrieder, Jörg
;
Rheinländer, Thorsten
- In:
Annals of Finance
2
(
2006
)
3
,
pp. 287-301
Persistent link: https://www.econbiz.de/10005542196
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
