Pages that link to "Item:Q1144833"
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The following pages link to Semi-martingales et grossissement d'une filtration (Q1144833):
Displayed 50 items.
- A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
- Information uncertainty related to marked random times and optimal investment (Q2296112) (← links)
- An improved second-order Poincaré inequality for functionals of Gaussian fields (Q2297329) (← links)
- The value of informational arbitrage (Q2308171) (← links)
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
- On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
- Structure condition under initial enlargement of filtration (Q2360964) (← links)
- No-arbitrage up to random horizon for quasi-left-continuous models (Q2412394) (← links)
- Integral representations of martingales for progressive enlargements of filtrations (Q2419970) (← links)
- Enlargements of filtrations and path decompositions at non stopping times (Q2431746) (← links)
- On the characterisation of honest times that avoid all stopping times (Q2434485) (← links)
- Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393) (← links)
- Partial functional quantization and generalized bridges (Q2448710) (← links)
- Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling (Q2463723) (← links)
- Competitive market equilibrium under asymmetric information (Q2477603) (← links)
- Time change approach to generalized excursion measures, and its application to limit theorems (Q2481394) (← links)
- On quadratic functionals of the Brownian sheet and related processes (Q2490073) (← links)
- Central limit theorems for sequences of multiple stochastic integrals (Q2497212) (← links)
- Progressive enlargements of filtrations with pseudo-honest times (Q2511557) (← links)
- Comparison of insiders' optimal strategies depending on the type of side-information (Q2568298) (← links)
- A definition and some characteristic properties of pseudo-stopping times (Q2571696) (← links)
- Transformation de Fourier et temps d'occupation browniens. (Fourier transformation and Brownian occupation time) (Q2638672) (← links)
- GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS (Q2746378) (← links)
- Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling (Q2786494) (← links)
- On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (Q2798580) (← links)
- Optimization problem under change of regime of interest rate (Q2816571) (← links)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- Modeling the Forward CDS Spreads with Jumps (Q2893285) (← links)
- Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX (Q3085570) (← links)
- On a Zero-One Law for the Norm Process of Transient Random Walk (Q3086795) (← links)
- INITIAL ENLARGEMENT IN A MARKOV CHAIN MARKET MODEL (Q3173997) (← links)
- MODELING OF FINANCIAL MARKETS WITH INSIDE INFORMATION IN CONTINUOUS TIME (Q3173998) (← links)
- Random Time with Differentiable Conditional Distribution Function (Q3178730) (← links)
- Last exit decompositions and regularity at the boundary of transition probabilities (Q3344939) (← links)
- Random cutting and records in deterministic and random trees (Q3419586) (← links)
- Studying anticipation on financial markets by BSDE (Q3440794) (← links)
- UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (Q3460679) (← links)
- The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
- Brownian Motion at a Slow Point (Q3738336) (← links)
- A decomposition of Bessel Bridges (Q3943774) (← links)
- Equivalent martingale measures for bridge processes (Q3984215) (← links)
- Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches (Q4409043) (← links)
- Some Extensions of Norros’ Lemma in Models with Several Defaults (Q4561936) (← links)
- From the decompositions of a stopping time to risk premium decompositions (Q4606382) (← links)
- Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386) (← links)
- Martingale representation processes and applications in the market viability under information flow expansion (Q4606387) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- Conditional Calculus on Poisson Space and Enlargement of Filtration (Q4795546) (← links)
- ANTICIPATIVE STOCHASTIC INTEGRALS EQUATIONS DRIVEN BY SEMIMARTINGALES (Q4796577) (← links)