Sfoglia per Autore
Almost sure characterization of martingales
1994 M. Frittelli, P. Lakner
Arbitrage and free lunch in a general financial market model: the fundamental theorem of asset pricing
1995 M. Frittelli, P. Lakner
Valuation principle in security markets models with frictions
1996 M. Frittelli
Commodity futures markets and trading strategies opportunities
1996 M. Frittelli, P. Falbo, S. Stefani
Dominated families of martingale, supermartingale and quasimartingale laws
1996 M. Frittelli
Semimartingales and asset pricing under constraints
1997 M. Frittelli
The minimal entropy martingale measure and the valuation problem in incomplete markets
2000 M. Frittelli
Introduction to a theory of value coherent with the no arbitrage principle
2000 M. Frittelli
The minimal entropy martingale measure and the valuation problem in incomplete markets
2000 M. Frittelli
Putting order in risk measures
2002 M. Frittelli, E. Rosazza Gianin
On the existence of minimax martingale measures
2002 F. Bellini, M. Frittelli
Some remarks on arbitrage and preferences in securities market models
2004 M. Frittelli
Dynamic convex risk measures
2004 M. Frittelli, E. Rosazza Gianin
On the super-replication price of unbounded claims
2004 S. Biagini, M. Frittelli
Stochastic methods in finance
2004 M. Frittelli, W.J. Runggaldier
Utility maximization in incomplete markets for unbounded processes
2005 S. Biagini, M. Frittelli
Law invariant convex risk measures
2005 M. Frittelli, E. Rosazza Gianin
Risk measures and capital requirements for processes
2006 M. Frittelli, G. Scandolo
No arbitrage and preferences
2007 M. Frittelli
The supermartingale property of the optimal wealth process for general semimartingale
2007 S. Biagini, M. Frittelli
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