-
1
-
-
0001105625
-
Couverture des actifs contingents et prix maximum
-
J.P. Ansel, C. Stricker, Couverture des actifs contingents et prix maximum, Ann. Inst. Henri Poincaré 30 (1994), 303-315.
-
(1994)
Ann. Inst. Henri Poincaré
, vol.30
, pp. 303-315
-
-
Ansel, J.P.1
Stricker, C.2
-
3
-
-
0039319013
-
Caractérisation d'une classe de semimartingales
-
LNM, Springer
-
C.S. Chou, Caractérisation d'une classe de semimartingales, Séminaire de Probabilité XIII, LNM, Springer 721 (1977/78), 250-252.
-
(1977)
Séminaire de Probabilité XIII
, vol.721
, pp. 250-252
-
-
Chou, C.S.1
-
4
-
-
0003522554
-
Capacités et processus stochastiques
-
Springer, Berlin
-
C. Dellacherie, Capacités et processus stochastiques, Springer, Ergebnisse der Mathematik 67, Berlin (1972).
-
(1972)
Ergebnisse der Mathematik
, vol.67
-
-
Dellacherie, C.1
-
5
-
-
84986770460
-
Representing martingale measures when asset prices are continuous and bounded
-
F. Delbaen, Representing Martingale Measures when Asset Prices are Continuous and Bounded, Mathematical Finance 2 (1992), 107-130.
-
(1992)
Mathematical Finance
, vol.2
, pp. 107-130
-
-
Delbaen, F.1
-
6
-
-
0000022420
-
Multiperiod security markets with differential information
-
D. Duffie, C.F. Huang, Multiperiod security markets with differential information, J. Math. Economics 15 (1986), 283-303.
-
(1986)
J. Math. Economics
, vol.15
, pp. 283-303
-
-
Duffie, D.1
Huang, C.F.2
-
7
-
-
0000648508
-
Weighted norm inequalities and closedness of a space of stochastic integrals
-
to appear
-
F. Delbaen, P. Monat, W. Schachermayer, M. Schweizer, C. Stricker, Weighted Norm Inequalities and Closedness of a Space of Stochastic Integrals, to appear in Finance and Stochastics 1 (1997).
-
(1997)
Finance and Stochastics
, vol.1
-
-
Delbaen, F.1
Monat, P.2
Schachermayer, W.3
Schweizer, M.4
Stricker, C.5
-
8
-
-
0000916023
-
Equivalent Martingale measures and no-arbitrage in stochastic
-
R.C. Dalang, A. Morton, W. Willinger, Equivalent Martingale measures and no-arbitrage in stochastic, Stochastics and Stochastic Reports 29 (1990), 185-201.
-
(1990)
Stochastics and Stochastic Reports
, vol.29
, pp. 185-201
-
-
Dalang, R.C.1
Morton, A.2
Willinger, W.3
-
9
-
-
0001249935
-
A general version of the fundamental theorem of asset pricing
-
F. Delbaen, W. Schachermayer, A General Version of the Fundamental Theorem of Asset Pricing, Math. Annalen 300 (1994), 463-520.
-
(1994)
Math. Annalen
, vol.300
, pp. 463-520
-
-
Delbaen, F.1
Schachermayer, W.2
-
12
-
-
0010816004
-
A simple counter-example to several problems in the theory of asset pricing
-
F. Delbaen, W Schachermayer, A simple counter-example to several problems in the theory of asset pricing, Mathematical Finance (1997).
-
(1997)
Mathematical Finance
-
-
Delbaen, F.1
Schachermayer, W.2
-
13
-
-
0000130371
-
Compensation de processus à variation finie non localement intégrables
-
LNM
-
M. Emery, Compensation de processus à variation finie non localement intégrables, Sém. de Probabilité XIV, LNM 784 (1978/79), 152-160.
-
(1978)
Sém. de Probabilité XIV
, vol.784
, pp. 152-160
-
-
Emery, M.1
-
14
-
-
0002335001
-
Dynamic programming and pricing of contingent claims in an incomplete market
-
preprint
-
N. El Karoui, M.C. Quenez, Dynamic Programming and pricing of contingent claims in an incomplete market SIAM Journ. of Contr. and Opt. 33 (1995, preprint 1991), 29-66.
-
(1991)
SIAM Journ. of Contr. and Opt.
, vol.33
, pp. 29-66
-
-
El Karoui, N.1
Quenez, M.C.2
-
15
-
-
38649141305
-
Martingales and Arbitrage in multiperiod securities markets
-
M.J. Harrison, D.M. Kreps, Martingales and Arbitrage in Multiperiod Securities Markets, Journal of Economic Theory 20 (1979), 381-408.
-
(1979)
Journal of Economic Theory
, vol.20
, pp. 381-408
-
-
Harrison, M.J.1
Kreps, D.M.2
-
17
-
-
0003353846
-
Calcul stochastique et problèmes de martingales
-
J. Jacod, Calcul Stochastique et Problèmes de Martingales, Lecture Notes in Mathematics 714 (1979).
-
(1979)
Lecture Notes in Mathematics
, vol.714
-
-
Jacod, J.1
-
18
-
-
84986847157
-
A Martingale representation result and an application to incomplete financial markets
-
S. Jacka, A Martingale Representation Result and an Application to Incomplete Financial Markets, Mathematical Finance 2 (1992), 239-250.
-
(1992)
Mathematical Finance
, vol.2
, pp. 239-250
-
-
Jacka, S.1
-
21
-
-
0011494245
-
No arbitrage and equivalent martingale measures: An elementary proof of the Harrison-Pliska theorem
-
Y. Kabanov, D. Kramkov, No arbitrage and equivalent martingale measures: An elementary proof of the Harrison-Pliska theorem, Theory Prob. Appl. 39 (1994).
-
(1994)
Theory Prob. Appl.
, vol.39
-
-
Kabanov, Y.1
Kramkov, D.2
-
22
-
-
0003105093
-
Arbitrage and equilibrium in economics with infinitely many commodities
-
D.M. Kreps, Arbitrage and Equilibrium in Economics with infinitely many Commodities, Journal of Mathematical Economics 8 (1981), 15-35.
-
(1981)
Journal of Mathematical Economics
, vol.8
, pp. 15-35
-
-
Kreps, D.M.1
-
24
-
-
0002171244
-
Equivalent martingale measures and no-arbitrage
-
L.C.G. Rogers, Equivalent martingale measures and no-arbitrage, Stochastics and Stochastic Reports 51 (1994), 41-49.
-
(1994)
Stochastics and Stochastic Reports
, vol.51
, pp. 41-49
-
-
Rogers, L.C.G.1
-
25
-
-
38249008697
-
A Hubert space proof of the fundamental theorem of asset pricing in finite discrete time, insurance
-
W. Schachermayer, A Hubert Space Proof of the Fundamental Theorem of Asset Pricing in Finite Discrete Time, Insurance, Math. and Econ. 11 (1992), 249-257.
-
(1992)
Math. and Econ.
, vol.11
, pp. 249-257
-
-
Schachermayer, W.1
-
26
-
-
84986777994
-
Martingale measures for discrete time processes with infinite horizon
-
W. Schachermayer, Martingale Measures for discrete time processes with infinite horizon, Math. Finance 4 (1994), 25-55.
-
(1994)
Math. Finance
, vol.4
, pp. 25-55
-
-
Schachermayer, W.1
-
28
-
-
0000885576
-
1
-
Seminaire de Probabilites XIV
-
1, Seminaire de Probabilites XIV, Lect. Notes Mathematics 784 (1978/79), 220-222.
-
(1978)
Lect. Notes Mathematics
, vol.784
, pp. 220-222
-
-
Yan, J.A.1
|