Bichteler-Dellaccherie Theorem; Doob-Meyer Decomposition; Semi-Martingales; Arbitrage; Komlos Lemma - Articles

Semimartingale Property and Its Connections to Arbitrage (Articles)

Sallieu Kabay Samura, Junjun Mao, Dengbao Yao

Journal of Mathematical Finance Vol.3 No.2，May 24, 2013

DOI: 10.4236/jmf.2013.32023 3,396 Downloads 6,158 Views Citations
Use and Abuse of General Criterion for Discrimination of Causal Correlations from Individual Peculiarities and Provisional Correlations (Articles)

Maria K. Koleva

Journal of Modern Physics Vol.11 No.6，May 26, 2020

DOI: 10.4236/jmp.2020.116049 216 Downloads 486 Views Citations
Approach to a Fifth-Order Boundary Value Problem, via Sperner's Lemma (Articles)

Panos K. Palamides, Evgenia H. Papageorgiou

Applied Mathematics Vol.2 No.8，August 24, 2011

DOI: 10.4236/am.2011.28137 4,259 Downloads 7,832 Views Citations
Are Securities Also Derivatives? (Articles)

Kuoping Chang

American Journal of Operations Research Vol.2 No.3，September 19, 2012

DOI: 10.4236/ajor.2012.23051 5,093 Downloads 7,147 Views Citations
An Estimate on Linear Functionals’ Kernels in Banach Spaces, and Regularity of Convex Functionals (Articles)

Hiroko Okochi

Applied Mathematics Vol.13 No.9，September 19, 2022

DOI: 10.4236/am.2022.139047 57 Downloads 239 Views Citations
Renormalization of Hierarchy and Semantic Computing (Articles)

Maria K. Koleva

Journal of Modern Physics Vol.9 No.3，February 5, 2018

DOI: 10.4236/jmp.2018.93024 621 Downloads 1,140 Views Citations
General Operational Protocol for Coherence. Central Limit Theorem as Approximation (Articles)

Maria K. Koleva

Journal of Modern Physics Vol.12 No.5，April 16, 2021

DOI: 10.4236/jmp.2021.125039 172 Downloads 526 Views Citations
Is Evolution a Causal, Yet Not-Predetermined Process? (Articles)

Maria K. Koleva

Journal of Modern Physics Vol.13 No.5，May 20, 2022

DOI: 10.4236/jmp.2022.135040 62 Downloads 284 Views Citations
A Quick Method for Judging the Feasibility of Security-Constrained Unit Commitment Problems within Lagrangian Relaxation Framework (Articles)

Sangang Guo

Energy and Power Engineering Vol.4 No.6，November 29, 2012

DOI: 10.4236/epe.2012.46057 5,171 Downloads 7,310 Views Citations
Higher-Order Numeric Solutions for Nonlinear Systems Based on the Modified Decomposition Method (Articles)

Junsheng Duan

Journal of Applied Mathematics and Physics Vol.2 No.1，January 9, 2014

DOI: 10.4236/jamp.2014.21001 3,668 Downloads 5,331 Views Citations
New Approach to Deep Miniaturization: A Way to Overcoming Moore’s Law (Articles)

Maria K. Koleva

Journal of Modern Physics Vol.12 No.3，February 10, 2021

DOI: 10.4236/jmp.2021.123015 251 Downloads 685 Views Citations
New Formulas and Results for 3-Dimensional Vector Fields (Articles)

Sadanand D. Agashe

Applied Mathematics Vol.12 No.11，November 30, 2021

DOI: 10.4236/am.2021.1211069 82 Downloads 448 Views Citations
Angular Decomposition and Sign Solved Propagator of the 2D and 3D Helium Atom Path Integrals (Articles)

Emmanouil George Thrapsaniotis

Journal of Applied Mathematics and Physics Vol.10 No.2，February 25, 2022

DOI: 10.4236/jamp.2022.102040 50 Downloads 188 Views Citations
Could Long-Term Stability Last Forever? (Articles)

Maria K. Koleva

Journal of Modern Physics Vol.14 No.4，March 22, 2023

DOI: 10.4236/jmp.2023.144026 18 Downloads 78 Views Citations
Arbitrage in General Equilibrium (Articles)

Oscar Varela

Modern Economy Vol.3 No.4，July 24, 2012

DOI: 10.4236/me.2012.34051 6,696 Downloads 9,869 Views Citations
On the Internal Consistency of the Black-Scholes Option Pricing Model (Articles)

Jeremy Berkowitz

Theoretical Economics Letters Vol.3 No.3，June 13, 2013

DOI: 10.4236/tel.2013.33032 4,111 Downloads 6,091 Views Citations
Arbitrage-Free Gaussian Affine Term Structure Model with Observable Factors (Articles)

Gang Wang

Journal of Mathematical Finance Vol.5 No.2，May 5, 2015

DOI: 10.4236/jmf.2015.52013 4,419 Downloads 5,469 Views Citations
Beyond the No Free Lunch Principle: A New Combination of Arbitrage and Investment (Articles)

Yi-Jang Yu

Modern Economy Vol.9 No.4，April 24, 2018

DOI: 10.4236/me.2018.94046 625 Downloads 1,312 Views Citations
Design of Cross-Product Arbitrage Strategy in Forward Market (Articles)

Lieyuan Huang

Technology and Investment Vol.13 No.4，November 8, 2022

DOI: 10.4236/ti.2022.134010 124 Downloads 487 Views Citations
Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale (Articles)

E. R. Offen, E. M. Lungu

Journal of Mathematical Finance Vol.5 No.3，July 30, 2015

DOI: 10.4236/jmf.2015.53025 6,330 Downloads 8,060 Views Citations

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