## Found 12 Documents (Results 1–12)

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### Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient. (English)Zbl 1411.91277

MSC:  91B30 91B16 49N90
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### Arbitrage and utility maximization in market models with an insider. (English)Zbl 1396.91232

MSC:  91B26 91B16 60G44
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### A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing. (English)Zbl 1337.91153

MSC:  91G80 60G44 91B25 60H30 60H05
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### The two fundamental theorems of asset pricing for a class of continuous-time financial markets. (English)Zbl 1331.91210

MSC:  91G99 91B24 91B25 60G48
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### Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing. (English)Zbl 1194.91212

MSC:  91G80 91B25 91B70 60H30 60G44
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### Yan theorem in $$L^{\infty}$$ with applications to asset pricing. (English)Zbl 1133.91408

MSC:  91B28 91B26 60G44 60H30
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### The numéraire portfolio in semimartingale financial models. (English)Zbl 1144.91019

MSC:  91G10 60H05 60H30
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### Characterization of arbitrage-free markets. (English)Zbl 1071.60061

MSC:  60H30 91B28 60H05 60G48
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### On the martingale property of stochastic exponentials. (English)Zbl 1066.60064

MSC:  60H30 91B28
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