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No free lunch with vanishing risk
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1	Bond markets beyond short rate paradigm When roll-overs do not qualify as num´eraire: bond markets beyond short rate paradigms Irene Klein, Thorsten Schmidt, Josef Teichmann ETH Z¨ Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2013-11-25 09:44:49 Martingale theory Stochastic processes Mathematical finance Finance Money Economy No free lunch with vanishing risk Risk-neutral measure Local martingale Yield curve Futures contract Semimartingale
2	Risk Aversion Asymptotics for Power Utility Maximization Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: March 16, 2010. Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:27:12 Stochastic processes Equations Mathematical finance Semimartingale Doléans-Dade exponential Exponential utility Martingale No free lunch with vanishing risk Isoelastic utility Statistics Utility Martingale theory
3	The Opportunity Process for Optimal Consumption and Investment with Power Utility Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: November 24, 2009. Thi Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:25:17 Equations Consumer theory Mathematical optimization Martingale Semimartingale Dynamic programming Bellman equation No free lunch with vanishing risk Utility Statistics Martingale theory Stochastic processes
4	Deterministic criteria for the absence of arbitrage in diffusion models Aleksandar Mijatovi´c Department of Mathematics Imperial College London 6th World Congress of the Bachelier Finance Society Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:39:37 Mathematics Mathematical sciences Probability theory Risk-neutral measure No free lunch with vanishing risk Structure Martingale Model theory Mathematical finance Statistics Stochastic processes
5	Weak and strong no-arbitrage conditions for continuous financial markets arXiv:1302.7192v2 [q-fin.PR] 14 May[removed]Claudio Fontana Add to Reading List Source URL: arxiv.org Language: English - Date: 2014-05-14 20:27:03 Stochastic processes Mathematical finance Martingale No free lunch with vanishing risk Semimartingale Local martingale Risk-neutral measure Doléans-Dade exponential Continuous function Statistics Martingale theory Probability theory
6	Mathematical Finance, Vol. 7, No. 1 (January 1997), 95–105 ARBITRAGE WITH FRACTIONAL BROWNIAN MOTION Add to Reading List Source URL: www.long-memory.com Language: English - Date: 2006-08-22 10:40:28 Mathematical finance Semimartingale Fractional Brownian motion Risk-neutral measure Wiener process Quadratic variation Brownian motion Normal distribution No free lunch with vanishing risk Statistics Stochastic processes Martingale theory
7	PDF Document Add to Reading List Source URL: www.ams.org Language: English - Date: 2004-03-24 14:59:34 Finance Fundamental theorem of asset pricing Risk-neutral measure Arbitrage No free lunch with vanishing risk Black–Scholes Martingale Futures contract Local martingale Mathematical finance Financial economics Statistics