Pages that link to "Item:Q664349"

The following pages link to On the martingale property of certain local martingales (Q664349):

Displaying 47 items.

• Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
• Relative asset price bubbles (Q315462) (← links)
• Simple examples of pure-jump strict local martingales (Q491181) (← links)
• The lifetime of a financial bubble (Q506379) (← links)
• The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
• On the singular control of exchange rates (Q827148) (← links)
• On the loss of the semimartingale property at the hitting time of a level (Q895896) (← links)
• Stochastic areas of diffusions and applications (Q905937) (← links)
• Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665) (← links)
• Strict local martingales: examples (Q1687193) (← links)
• Absolute continuity of semimartingales (Q1722022) (← links)
• Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
• The hydrodynamic limit for local mean-field dynamics with unbounded spins (Q1785581) (← links)
• Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
• Change of drift in one-dimensional diffusions (Q2022766) (← links)
• On absolute continuity and singularity of multidimensional diffusions (Q2042787) (← links)
• Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
• Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
• Asset price bubbles: invariance theorems (Q2170295) (← links)
• No arbitrage in continuous financial markets (Q2190064) (← links)
• Strict local martingales with jumps (Q2258828) (← links)
• Cylindrical martingale problems associated with Lévy generators (Q2312775) (← links)
• Strict local martingales and bubbles (Q2354886) (← links)
• Weak tail conditions for local martingales (Q2421830) (← links)
• A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions (Q2453911) (← links)
• Bubbles in discrete-time models (Q2675818) (← links)
• Optional projection under equivalent local martingale measures (Q2697499) (← links)
• A weak convergence criterion for constructing changes of measure (Q2811915) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
• COHERENT FOREIGN EXCHANGE MARKET MODELS (Q2970322) (← links)
• A Note on a Paper by Wong and Heyde (Q3094694) (← links)
• A simple proof of the martingale property in a semi-log-normal stochastic volatility model (Q3177164) (← links)
• Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805) (← links)
• Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824) (← links)
• Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843) (← links)
• Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model (Q4586033) (← links)
• INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
• A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
• No Arbitrage Theory for Bond Markets (Q4976509) (← links)
• APPLYING THE LOCAL MARTINGALE THEORY OF BUBBLES TO CRYPTOCURRENCIES (Q5088800) (← links)
• Theory of Cryptocurrency Interest Rates (Q5112534) (← links)
• STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
• WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
• THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
• Young, timid, and risk takers (Q6054383) (← links)
• Asset price bubbles, wealth preserving, dominating, and replicating trading strategies (Q6105376) (← links)