Limmer, Yannick; Meyer-Brandis, Thilo Large Platonic markets with delays. (English) Zbl 1484.91458 Int. J. Theor. Appl. Finance 24, No. 8, Article ID 2150043, 19 p. (2021). MSC: 91G15 PDFBibTeX XMLCite \textit{Y. Limmer} and \textit{T. Meyer-Brandis}, Int. J. Theor. Appl. Finance 24, No. 8, Article ID 2150043, 19 p. (2021; Zbl 1484.91458) Full Text: DOI arXiv
Frahm, Gabriel; Jonen, Alexander; Schüssler, Rainer The fundamental theorems of asset pricing and the closed-end fund puzzle. (English) Zbl 1422.91651 Int. J. Theor. Appl. Finance 22, No. 5, Article ID 1950025, 31 p. (2019). MSC: 91G10 91B25 PDFBibTeX XMLCite \textit{G. Frahm} et al., Int. J. Theor. Appl. Finance 22, No. 5, Article ID 1950025, 31 p. (2019; Zbl 1422.91651) Full Text: DOI
Frahm, Gabriel Corrigendum to: “Pricing and valuation under the real-world measure”. (English) Zbl 1395.91403 Int. J. Theor. Appl. Finance 21, No. 4, Article ID 1892001, 4 p. (2018). MSC: 91G10 60G44 91B25 PDFBibTeX XMLCite \textit{G. Frahm}, Int. J. Theor. Appl. Finance 21, No. 4, Article ID 1892001, 4 p. (2018; Zbl 1395.91403) Full Text: DOI
Arai, Takuji Good deal bounds with convex constraints. (English) Zbl 1360.91159 Int. J. Theor. Appl. Finance 20, No. 2, Article ID 1750011, 15 p. (2017). MSC: 91G70 91G99 91B25 PDFBibTeX XMLCite \textit{T. Arai}, Int. J. Theor. Appl. Finance 20, No. 2, Article ID 1750011, 15 p. (2017; Zbl 1360.91159) Full Text: DOI arXiv
Frahm, Gabriel Pricing and valuation under the real-world measure. (English) Zbl 1395.91402 Int. J. Theor. Appl. Finance 19, No. 1, Article ID 1650006, 39 p. (2016); corrigendum ibid. 21, No. 4, Article ID 1892001, 4 p. (2018). Reviewer: Gianluca Cassese (Milano) MSC: 91G10 60G44 91B25 PDFBibTeX XMLCite \textit{G. Frahm}, Int. J. Theor. Appl. Finance 19, No. 1, Article ID 1650006, 39 p. (2016; Zbl 1395.91402) Full Text: DOI arXiv
Cassese, Gianluca A note on asset bubbles in continuous-time. (English) Zbl 1112.91029 Int. J. Theor. Appl. Finance 8, No. 4, 523-536 (2005). MSC: 91B28 PDFBibTeX XMLCite \textit{G. Cassese}, Int. J. Theor. Appl. Finance 8, No. 4, 523--536 (2005; Zbl 1112.91029) Full Text: DOI arXiv