Pages that link to "Item:Q1960923"

The following pages link to The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes (Q1960923):

Displaying 32 items.

• On arbitrages arising with honest times (Q457179) (← links)
• The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
• On the number of omitted values by a meromorphic function of finite energy and heat diffusions (Q601121) (← links)
• On the martingale property of certain local martingales (Q664349) (← links)
• No arbitrage conditions for simple trading strategies (Q666439) (← links)
• Rational asset pricing bubbles and portfolio constraints (Q694734) (← links)
• Bachelier model with stopping time and its insurance application (Q784430) (← links)
• On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model (Q838327) (← links)
• Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
• On collisions of Brownian particles (Q988761) (← links)
• Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (Q1012213) (← links)
• Systemic risk and interbank lending (Q1626503) (← links)
• Strict local martingales: examples (Q1687193) (← links)
• Sticky processes, local and true martingales (Q1708983) (← links)
• Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
• The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
• Default functions and Liouville type theorems based on symmetric diffusions (Q2039820) (← links)
• Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process (Q2065476) (← links)
• Filtration shrinkage, the structure of deflators, and failure of market completeness (Q2211342) (← links)
• Strict local martingales with jumps (Q2258828) (← links)
• Financial asset price bubbles under model uncertainty (Q2296108) (← links)
• Market viability and martingale measures under partial information (Q2340293) (← links)
• Strict local martingales and bubbles (Q2354886) (← links)
• The submartingale property and Liouville type theorems (Q2408127) (← links)
• Weak tail conditions for local martingales (Q2421830) (← links)
• The tail estimation of the quadratic variation of a quasi left continuous local martingale (Q2472331) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation (Q3094686) (← links)
• Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
• Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing (Q3585329) (← links)
• A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
• Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)