Conditional Full Support of Gaussian Processes with Stationary Increments (Q3014992): Difference between revisions

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+https://doi.org/10.1239/jap/1308662644
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+W2000282375
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@@ Property / cites work @@
+Pricing by hedging and no-arbitrage beyond semimartingales
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+Brownian moving averages have conditional full support
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@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
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@@ Property / cites work @@
+Q5822308
@@ Property / cites work: Q5822308 / rank @@
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+Q4092717
@@ Property / cites work: Q4092717 / rank @@
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+Consistent price systems and face-lifting pricing under transaction costs
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+The fundamental theorem of asset pricing for continuous processes under small transaction costs
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+No arbitrage without semimartingales
@@ Property / cites work: No arbitrage without semimartingales / rank @@
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@@ Property / cites work @@
+Introduction to probability and measure
@@ Property / cites work: Introduction to probability and measure / rank @@
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@@ Property / cites work @@
+Q4340161
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+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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+When is a linear combination of independent fBm's equivalent to a single fBm?
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+Publication:3014992