The following pages link to Anna Aksamit (Q1691447):
Displayed 16 items.
- No-arbitrage under a class of honest times (Q1691448) (← links)
- Thin times and random times' decomposition (Q2042766) (← links)
- No-arbitrage under additional information for thin semimartingale models (Q2274293) (← links)
- Martingale spaces and representations under absolutely continuous changes of probability (Q2332990) (← links)
- No-arbitrage up to random horizon for quasi-left-continuous models (Q2412394) (← links)
- Integral representations of martingales for progressive enlargements of filtrations (Q2419970) (← links)
- On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (Q2798580) (← links)
- Enlargement of Filtration with Finance in View (Q3186122) (← links)
- Arbitrages in a Progressive Enlargement Setting (Q3195062) (← links)
- Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
- The robust pricing–hedging duality for American options in discrete time financial markets (Q5241566) (← links)
- Projections, Pseudo-Stopping Times and the Immersion Property (Q5270109) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
- Generalized BSDEs with random time horizon in a progressively enlarged filtration (Q6367632) (← links)
- Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process (LD-QBD) (Q6425432) (← links)
- Sensitivity analysis of Quasi-Birth-and-Death processes (Q6425433) (← links)