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How non-arbitrage, viability and numéraire portfolio are related
Choulli, Tahir; Deng, Jun; Ma, Junfeng - In: Finance and stochastics 19 (2015) 4, pp. 719-741
Persistent link: https://www.econbiz.de/10011420437
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No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 21 (2017) 4, pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
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No-arbitrage under a class of honest times
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 22 (2018) 1, pp. 127-159
Persistent link: https://www.econbiz.de/10011945638
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Minimal Hellinger martingale measures of order q
Choulli, Tahir; Stricker, Christophe; Li, Jia - In: Finance and stochastics 11 (2007) 3, pp. 399-428
Persistent link: https://www.econbiz.de/10008221757
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Minimal Hellinger martingale measures of order q
Choulli, Tahir; Stricker, Christophe; Li, Jai - In: Finance and stochastics 11 (2007) 3, pp. 399-427
Persistent link: https://www.econbiz.de/10003485815
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Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir; Yansori, Sina - In: Finance and stochastics 26 (2022) 3, pp. 535-585
Persistent link: https://www.econbiz.de/10013440235