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- interpolating and weakly interpolating martingale measures 2018-02-14 Paper On the Existence of Martingale Measures Satisfying the Weakened Condition of...10 bytes (18 words) - 11:49, 6 October 2023
- Publication Type On the Martingale Measures in Exponential Lévy Models 2005-10-28 Paper Existence and uniqueness of martingale measures in exponential Lévy...10 bytes (18 words) - 16:49, 28 December 2023
- The minimal entropy martingale measures for exponential additive processes 2009-09-18 Paper From the minimal entropy martingale measures to the optimal strategies...10 bytes (16 words) - 02:49, 7 October 2023
- Exponential Lévy Models 2018-12-13 Paper f-Divergence Minimal Equivalent Martingale Measures and Optimal Portfolios for Exponential Lévy Models with a Change-point...10 bytes (16 words) - 17:01, 6 October 2023
- pricing viap-optimal martingale measures: some extreme cases 2007-08-23 Paper On the Convergence of thep-Optimal Martingale Measures to the Minimal Entropy...10 bytes (16 words) - 11:52, 7 October 2023
- 2005-03-21 Paper On the Existence of Minimax Martingale Measures 2002-09-19 Paper The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete...10 bytes (16 words) - 15:12, 7 December 2023
- 2005-05-20 Paper Minimal martingale measures for jump diffusion processes 2004-09-24 Paper The relations between minimal martingale measure and minimal entropy...10 bytes (16 words) - 23:42, 24 September 2023
- cylindrical martingale problems associated with Lévy generators 2020-05-19 Paper Lyapunov criteria for the Feller-Dynkin property of martingale problems 2020-04-01...10 bytes (16 words) - 08:34, 7 October 2023
- uniqueness of the martingale problem 2014-06-27 Paper On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem 2014-03-06...10 bytes (17 words) - 20:33, 8 December 2023
- >-martingale spaces by fractional Car-leson measures 2021-12-17 Paper Weighted estimates for the bilinear maximal operator on filtered measure spaces...10 bytes (17 words) - 16:42, 11 December 2023
- optimal transportation of measures: new directions of research 2023-09-01 Paper On Radon barycenters of measures on spaces of measures 2023-07-12 Paper Kantorovich...10 bytes (18 words) - 15:40, 8 December 2023
- price for exponential semi-martingale models and HARA utilities 2015-08-20 Paper f-Divergence Minimal Equivalent Martingale Measures and Optimal Portfolios...10 bytes (16 words) - 03:37, 12 December 2023
- pha;</sup>-martingale spaces by fractional Car-leson measures 2021-12-17 Paper Burkholder-Gundy-Davis inequality in martingale Hardy spaces with...10 bytes (17 words) - 15:19, 11 December 2023
- ON THE REPRESENTATION OF INTEGRAL-VALUED RANDOM MEASURES AND LOCAL MARTINGALES BY MEANS OF RANDOM MEASURES WITH DETERMINISTIC COMPENSATORS 1981-01-01 Paper...10 bytes (19 words) - 20:56, 8 December 2023
- homotopy perturbation method 2017-02-14 Paper The mean correcting martingale measures for exponential additive processes 2016-10-06 Paper The MAP/PH/\(N\)...10 bytes (17 words) - 01:31, 11 December 2023
- Approximation pricing and the variance-optimal martingale measure 1997-01-05 Paper On the minimal martingale measure and the möllmer-schweizer decomposition 1996-05-20...10 bytes (17 words) - 14:48, 7 December 2023
- for approximate martingale arrays in a locally compact Abelian group 1988-01-01 Paper Replacing the martingale assumption in a martingale central limit theorem...10 bytes (18 words) - 00:40, 13 December 2023
- Inequalities for a Conditionally Symmetric Martingale 2010-06-21 Paper Logarithmic estimates for nonsymmetric martingale transforms 2010-04-01 Paper Strong differential...10 bytes (17 words) - 21:29, 9 December 2023
- 1982-01-01 Paper Cylindrical measures on vector lattices and random measures 1980-01-01 Paper The Laplace transform of measures on the cone of a vector lattice...10 bytes (16 words) - 12:56, 12 December 2023
- de/entity/Q4275975 1994-04-17 Paper Measures of finite energy on a commutative hypergroup 1992-09-27 Paper Harmonic analysis of probability measures on hypergroups 1992-09-18...10 bytes (17 words) - 23:40, 9 December 2023
