Structure Conditions under Progressively Added Information (Q5131241): Difference between revisions

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+.3459
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+Arbitrages in a Progressive Enlargement Setting
@@ Property / cites work: Arbitrages in a Progressive Enlargement Setting / rank @@
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+No-arbitrage up to random horizon for quasi-left-continuous models
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+No-arbitrage under a class of honest times
@@ Property / cites work: No-arbitrage under a class of honest times / rank @@
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+No-arbitrage under additional information for thin semimartingale models
+Normal rank
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+On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration
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+Additional logarithmic utility of an insider
@@ Property / cites work: Additional logarithmic utility of an insider / rank @@
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+Martingale laws, densities and decomposition of Föllmer-Schweizer
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+Hedging of contingent claims and maximum price
@@ Property / cites work: Hedging of contingent claims and maximum price / rank @@
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+Study of a filtration expanded to include an honest time
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+Mean-Variance Hedging for Stochastic Volatility Models
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+On the structure of general mean-variance hedging strategies
+Normal rank
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+\(\mathcal E\)-martingales and their applications in mathematical finance
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+Q4892148
@@ Property / cites work: Q4892148 / rank @@
+Normal rank
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+On Fefferman and Burkholder-Davis-Gundy inequalities for \({\mathcal E}\)-martingales
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+The Föllmer-Schweizer decomposition: comparison and description
+Normal rank
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+The variance-optimal martingale measure for continuous processes
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+Q4157731
@@ Property / cites work: Q4157731 / rank @@
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@@ Property / cites work @@
+Q3915688
@@ Property / cites work: Q3915688 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging in continuous time
@@ Property / cites work: Mean-variance hedging in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+On arbitrages arising with honest times
@@ Property / cites work: On arbitrages arising with honest times / rank @@
+Normal rank
@@ Property / cites work @@
+Q4274285
@@ Property / cites work: Q4274285 / rank @@
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+A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
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@@ Property / cites work @@
+Random times at which insiders can have free lunches
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+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
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@@ Property / cites work @@
+Q3684922
@@ Property / cites work: Q3684922 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
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@@ Property / cites work @@
+Mean-variance hedging via stochastic control and BSDEs for general semimartingales
+Normal rank
@@ Property / cites work @@
+Semi-martingales et grossissement d'une filtration
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@@ Property / cites work @@
+UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET
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@@ Property / cites work @@
+Dynamic programming and mean-variance hedging
@@ Property / cites work: Dynamic programming and mean-variance hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Q4340096
@@ Property / cites work: Q4340096 / rank @@
+Normal rank
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+On the minimal martingale measure and the möllmer-schweizer decomposition
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+Q4197826
@@ Property / cites work: Q4197826 / rank @@
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@@ Property / OpenAlex ID @@
+W3097962090
@@ Property / OpenAlex ID: W3097962090 / rank @@
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+Publication:5131241