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A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 217-229
Persistent link: https://www.econbiz.de/10001333343
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Arbitrage and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
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Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 25-55
Persistent link: https://www.econbiz.de/10001185116
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Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias; Lowther, George; Pammer, Gudmund; … - In: Finance and stochastics 28 (2024) 1, pp. 259-284
Persistent link: https://www.econbiz.de/10014447742