Sticky processes, local and true martingales (Q1708983): Difference between revisions

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+Small deviations of general Lévy processes
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+Sticky Continuous Processes have Consistent Price Systems
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+Brownian moving averages have conditional full support
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+Financial Modelling with Jump Processes
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+The mathematics of arbitrage
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+Q3957682
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+The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes
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+Conditional Full Support of Gaussian Processes with Stationary Increments
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+NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
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+Fragility of arbitrage and bubbles in local martingale diffusion models
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+Hedging, arbitrage and optimality with superlinear frictions
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+Consistent price systems and face-lifting pricing under transaction costs
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+On skew Brownian motion
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+Diversity and No Arbitrage
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+Local martingales and the fundamental asset pricing theorems in the discrete-time case
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+Markets with transaction costs. Mathematical theory.
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+Q4002114
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+Stochastic Integrals and Conditional Full Support
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+A Mathematical Theory of Financial Bubbles
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+Arbitrage-free models in markets with transaction costs
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+On the small deviations of a Lévy process
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