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Diffusion-based models for financial markets without martingale measures
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References

  • 1999Continuous Martingales and Brownian Motion6,253 cited
  • 1998Brownian Motion and Stochastic Calculus2,219 cited
  • 1991Continuous Martingales and Brownian Motion2,100 cited
  • 1994A general version of the fundamental theorem of asset pricing1,447 cited
  • 1998Methods of Mathematical Finance888 cited
  • 2006A Benchmark Approach to Quantitative Finance374 cited
  • 1998Mathematics of Derivative Securities361 cited
  • 1995On the minimal martingale measure and the möllmer-schweizer decomposition321 cited
  • 2007The numéraire portfolio in semimartingale financial models320 cited
  • 2010ASSET PRICE BUBBLES IN INCOMPLETE MARKETS235 cited
  • 2005Local martingales, bubbles and option prices234 cited
  • 2006Options and Bubbles206 cited
  • 2006The Mathematics of Arbitrage187 cited
  • 2009Stochastic Portfolio Theory: an Overview169 cited
  • 2000Local martingales, arbitrage, and viability164 cited
  • 2001The numeraire portfolio for unbounded semimartingales142 cited

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