Pages that link to "Item:Q811642"
From MaRDI portal
The following pages link to On semimartingale decompositions of convex functions of semimartingales (Q811642):
Displayed 5 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- General change of variable formulas for semimartingales in one and finite dimensions (Q1326269) (← links)
- A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
- Generative OrnsteinUhlenbeck markets via geometric deep learning (Q6179065) (← links)