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- Dynamic exponential utility indifference valuation 2005-11-08 Paper A semimartingale BSDE related to the minimal entropy martingale measure 2005-05-20 Paper...10 bytes (16 words) - 15:34, 12 December 2023
- inference for financial models 2003-06-26 Paper Information processes for semimartingale experiments 2003-05-06 Paper On interpolation series related to the...10 bytes (17 words) - 09:47, 9 December 2023
- of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments 1993-05-16 Paper https://portal.mardi4nfdi.de/entity/Q3354429...10 bytes (16 words) - 01:55, 9 December 2023
- random environments 2023-10-26 Paper A Schrödinger random operator with semimartingale potential 2023-09-18 Paper Discrete-time switching control in random...10 bytes (20 words) - 03:03, 10 December 2023
- strong solutions of an integral equation driven by a continuous \(p\)-semimartingale 2004-10-15 Paper https://portal.mardi4nfdi.de/entity/Q4809696 2004-08-30...10 bytes (17 words) - 11:23, 11 December 2023
- Paper https://portal.mardi4nfdi.de/entity/Q5493561 2006-10-23 Paper A semimartingale BSDE related to the minimal entropy martingale measure 2005-05-20 Paper...10 bytes (16 words) - 12:59, 11 December 2023
- Publication Date of Publication Type ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS 2002-02-24 Paper Implied savings accounts are unique 2001-03-01...10 bytes (16 words) - 15:13, 7 December 2023
- singularly controlled diffusions 2008-03-20 Paper An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries...10 bytes (19 words) - 17:47, 11 December 2023
- Families of Stochastic Processes: A Unifying Semimartingale Approach 1989-01-01 Paper The semimartingale decomposition of one-dimensional quasidiffusions...10 bytes (17 words) - 22:32, 8 December 2023
- by diagonals on a vector/parallel processor 1976-01-01 Paper On the Semimartingale Convergence Theorem 1966-01-01 Paper Scissor congruence 1963-01-01 Paper...10 bytes (18 words) - 11:32, 13 December 2023
- variable reflection: Existence and uniqueness 1996-11-07 Paper On the semimartingale representation of reflecting Brownian motion in a cusp 1994-07-07 Paper...10 bytes (18 words) - 05:41, 13 December 2023
- energy part has finite \(p\)-th variation 2024-01-17 Paper On the lack of semimartingale property 2022-03-07 Paper Angular measures and Birkhoff orthogonality...10 bytes (16 words) - 15:46, 11 December 2023
- QUANTUM SEMIMARTINGALES 2006-05-22 Paper An Isomorphism of Quantum Semimartingale Algebras 2004-11-01 Paper Quantum \(\Omega\)-semimartingales and stochastic...10 bytes (20 words) - 15:27, 9 December 2023
- de/entity/Q4791444 2003-02-06 Paper On sequential estimation of parameters in semimartingale regression models with continuous time parameter. 2002-11-14 Paper Sequential...10 bytes (18 words) - 19:57, 11 December 2023
- power variations of FJA additive processes 2019-10-23 Paper PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING...10 bytes (18 words) - 09:09, 13 December 2023
- efficiency in statistical inference 2001-02-18 Paper Large Deviations Of Semimartingales: A Maxingale Problem Approach.II. Uniqueness For The Maxingale Problem...10 bytes (18 words) - 01:44, 11 December 2023
- of the underlying assets 2020-02-10 Paper Pricing Asian options in a semimartingale model 2019-01-15 Paper Risk based capital for guaranteed minimum withdrawal...10 bytes (17 words) - 15:12, 7 December 2023
- of multidimensional reflected brownian motion 1997-09-28 Paper On the semimartingale representation of reflecting Brownian motion in a cusp 1994-07-07 Paper...10 bytes (18 words) - 03:49, 13 December 2023
- Convergence 1994-06-09 Paper On the Newton polygon 1993-05-12 Paper On semimartingale diffusions and stochastic differential equations 1992-06-25 Paper Strong...10 bytes (20 words) - 04:15, 13 December 2023
- Ф-integrable σ-martingale densitiesfor general semimartingales 2016-05-04 Paper On an Optional Semimartingale Decomposition and the Existence of a Deflator...10 bytes (16 words) - 03:29, 13 December 2023
