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A continuous-time asset market game with short-lived assets
Zhitlukhin, M. V. - In: Finance and stochastics 26 (2022) 3, pp. 587-630
Persistent link: https://www.econbiz.de/10013440236
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Local martingales and the fundamental asset pricing theorems in the discrete-time case
Jacod, Jean - In: Finance and stochastics 2 (1998) 3, pp. 259-273
Persistent link: https://www.econbiz.de/10001243271
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Editorial
Shiryaev, A.N.; Shreve, S.E.; Sondermann, D. - In: Finance and stochastics 5 (2001) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10008217239
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Local martingales and the fundamental asset pricing theorems in the discrete-time case
Jacod, J.; Shiryaev, A.N. - In: Finance and stochastics 2 (1998) 3, pp. 259-274
Persistent link: https://www.econbiz.de/10008218812
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The cumulant process and Esscherś change of measure
Kallsen, Jan; Širjaev, Alʹbert N. - In: Finance and stochastics 6 (2002) 4, pp. 397-428
Persistent link: https://www.econbiz.de/10001702776
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On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst; Papapantoleon, Antonis; Širjaev, … - In: Finance and stochastics 12 (2008) 2, pp. 265-292
Persistent link: https://www.econbiz.de/10003716266