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The existence of dominating local martingale measures. (2015). Imkeller, Peter ; Perkowski, Nicolas.
In: Finance and Stochastics.
RePEc:spr:finsto:v:19:y:2015:i:4:p:685-717.

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  2. Model-free Portfolio Theory: A Rough Path Approach. (2022). Promel, David J ; Cuchiero, Christa ; Liu, Chong ; Allan, Andrew L.
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  3. No arbitrage and multiplicative special semimartingales. (2022). Platen, Eckhard ; Tappe, Stefan.
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  4. On utility maximization under model uncertainty in discrete‐time markets. (2021). Rasonyi, Miklos ; Meirelesrodrigues, Andrea.
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  5. The Fundamental Theorem of Asset Pricing for Self-Financing Portfolios. (2020). Platen, Eckhard ; Tappe, Stefan.
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  6. A constraint-based notion of illiquidity. (2020). Krabichler, Thomas ; Teichmann, Josef.
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  7. On Utility Maximisation Under Model Uncertainty in Discrete-Time Markets. (2020). , Mikl'Os ; Meireles-Rodrigues, Andrea.
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  8. DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS. (2018). Criens, David.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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  9. Pathwise superreplication via Vovk’s outer measure. (2017). Perkowski, Nicolas ; Beiglbock, Mathias ; Huesmann, Martin ; Promel, David J.
    In: Finance and Stochastics.
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  10. Deterministic Criteria for the Absence and Existence of Arbitrage in Multi-Dimensional Diffusion Markets. (2017). Criens, David.
    In: Papers.
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  11. Arbitrage of the first kind and filtration enlargements in semimartingale financial models. (2016). Kardaras, Constantinos ; Fontana, Claudio ; Acciaio, Beatrice.
    In: Stochastic Processes and their Applications.
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  12. Pathwise super-replication via Vovks outer measure. (2016). Perkowski, Nicolas ; Beiglbock, Mathias ; Huesmann, Martin ; Promel, David J. ; Alexander M. G. Cox, .
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  13. A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing. (2015). Teichmann, Josef ; Cuchiero, Christa.
    In: Finance and Stochastics.
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    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:79:y:2009:i:1:p:44-49.

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  40. Enlargement of filtrations with random times for processes with jumps. (2008). Yamazato, Makoto ; Kohatsu-Higa, Arturo.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:118:y:2008:i:7:p:1136-1158.

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  41. On honest times in financial modeling. (2008). Platen, Eckhard ; Nikeghbali, Ashkan.
    In: Papers.
    RePEc:arx:papers:0808.2892.

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  42. Pricing and hedging in the presence of extraneous risks. (2007). Hugonnier, Julien ; Collindufresne, Pierre.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:117:y:2007:i:6:p:742-765.

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  43. Relative and Discrete Utility Maximising Entropy. (2007). Wojciech S{l}omczy'nski, ; Zastawniak, Tomasz ; Grzegorz Hara'nczyk, .
    In: Papers.
    RePEc:arx:papers:0709.1281.

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  44. Asymmetric Information in Fads Models. (2006). Guasoni, Paolo.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:10:y:2006:i:2:p:159-177.

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  45. Asymmetric Information in Fads Models. (2006). Guasoni, Paolo.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:10:y:2006:i:2:d:10.1007_s00780-006-0006-4.

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  46. The Shannon Information of Filtrations and the Additional Logarithmic Utility of Insiders. (2005). Dereich, Steffen ; Ankirchner, Stefan ; Imkeller, Peter.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-030.

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  47. Utility duality under additional information: conditional measures versus filtration enlargements. (2005). Ankirchner, Stefan.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-029.

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  48. Comparison of insiders optimal strategies depending on the type of side-information. (2005). Hillairet, Caroline.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:115:y:2005:i:10:p:1603-1627.

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  49. Free lunch and arbitrage possibilities in a financial market model with an insider. (2001). Imkeller, Peter ; Pontier, Monique ; Weisz, Ferenc.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:92:y:2001:i:1:p:103-130.

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  50. Martingale representation theorems for initially enlarged filtrations. (2000). Amendinger, Jurgen .
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:89:y:2000:i:1:p:101-116.

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  51. Conditioned stochastic differential equations: theory, examples and application to finance. (). Baudoin, Fabrice.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:100:y::i:1-2:p:109-145.

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