The following pages link to P. Ekkehard Kopp (Q703589):
Displayed 28 items.
- Mathematics of financial markets. (Q703590) (← links)
- Direct solutions of Kolmogorov's equations by stochastic flows (Q1124208) (← links)
- Martingale representation and hedging policies (Q1177217) (← links)
- Construction of dilations of positive \(L_p\) contractions (Q1230377) (← links)
- Mathematics of financial markets (Q1264184) (← links)
- Item:Q703589 (redirect page) (← links)
- Positive Reynolds operators on Lebesgue spaces (Q1393710) (← links)
- Convergence in incomplete market models (Q1583627) (← links)
- Martingales and Stochastic Integrals (Q3322947) (← links)
- Option pricing and hedge portfolios for poisson progresses (Q3475093) (← links)
- On Cauchy's Notion of Infinitesimal (Q3810040) (← links)
- Equivalent martingale measures for bridge processes (Q3984215) (← links)
- Abelian ergodic theorems for vector-valued functions (Q4068962) (← links)
- An Abstract Version of a Result of Fong and Sucheston (Q4164428) (← links)
- Inequalities for Non-Commutative <i>L<sup>p</sup> </i> -Spaces and an Application (Q4176024) (← links)
- (Q4216777) (← links)
- (Q4218377) (← links)
- A nonstandard treatment of options driven by poisson processes (Q4311557) (← links)
- A Nonstandard Approach to Option Pricing (Q4345916) (← links)
- From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003) (← links)
- (Q4394935) (← links)
- A Pointwise Ergodic Theorem for Pseudo-Resolvents (Q4774595) (← links)
- (Q4821061) (← links)
- (Q4848525) (← links)
- From discrete to continuous stochastic calculus (Q4890046) (← links)
- Martingales and Stochastic Integrals (Q5302775) (← links)
- Almost Everywhere Convergence for Abel Means of Dunford-Schwartz Operators (Q5664149) (← links)
- A ratio limit theorem for contraction projections and applications (Q5669332) (← links)