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Strong bubbles and strict local martingales
Herdegen, Martin; Schweizer, Martin - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
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Bubbles and multiple-factor asset pricing models
Jarrow, Robert A. - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
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Worst-case portfolio optimization in a market with bubbles
Belak, Christoph; Christensen, Sören; Menkens, Olaf - In: International journal of theoretical and applied finance 19 (2016) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10011454368
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Financial markets with no riskless (safe) asset
Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
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Inner market as a "black box" of parameters for the entire market
Belenkiy, Ari - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 531-540
Persistent link: https://www.econbiz.de/10001687145
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Proceedings of the Conference on "Application of Physics in Financial Analysis" : held in Dublin (15 - 17 July 1999) ; special issue
Bouchaud, Jean-Philippe (contributor);  … - Conference on Applications of Physics in Financial … - 2000
Persistent link: https://www.econbiz.de/10001522879
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A note on the risk-premium process in an equilibrium
Sekine, Jun - In: International journal of theoretical and applied finance 11 (2008) 7, pp. 705-716
Persistent link: https://www.econbiz.de/10003791851
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A finite-dimensional HJM model : how important is arbitrage-free evolution?
Devin, Siobhán; Hanzon, Bernard; Ribarits, Thomas - In: International journal of theoretical and applied finance 13 (2010) 8, pp. 1241-1263
Persistent link: https://www.econbiz.de/10008906164
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A continuous time approximation of an evolutionary stock market model
Buchmann, Boris; Weber, Stefan - In: International journal of theoretical and applied finance 10 (2007) 7, pp. 1229-1253
Persistent link: https://www.econbiz.de/10003632068
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Strict local martingales via filtration enlargement
Dandapani, Aditi; Protter, Philip - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012270885