BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT (Q5198957): Difference between revisions
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| Property / arXiv ID: 1002.4774 / rank | |||
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| Property / cites work: Brownian moving averages have conditional full support / rank | |||
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| Property / cites work: A general version of the fundamental theorem of asset pricing / rank | |||
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| Property / cites work: Consistent price systems and face-lifting pricing under transaction costs / rank | |||
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| Property / cites work: Abstract Wiener processes and their reproducing Kernel Hilbert spaces / rank | |||
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| Property / cites work: Stochastic Integrals and Conditional Full Support / rank | |||
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| Property / cites work: Q4340161 / rank | |||
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Latest revision as of 09:53, 4 July 2024
scientific article; zbMATH DE number 5937831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT |
scientific article; zbMATH DE number 5937831 |
Statements
BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT (English)
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10 August 2011
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Brownian semistationary process
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conditional full support
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non-semimartingale
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transaction costs
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