Pages that link to "Item:Q4155579"
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The following pages link to Sur l'int�grabilit� uniforme des martingales exponentielles (Q4155579):
Displayed 32 items.
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Nonlinear filtering equations for two-parameter semimartingales (Q1052745) (← links)
- Stochastic control by measure transformation: A general existence result (Q1149937) (← links)
- Conditional distributions of dicsontinuous processes. II (Q1157839) (← links)
- \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
- The finiteness of moments of a stochastic exponential. (Q1423120) (← links)
- Abstract nonlinear filtering theory in the presence of fractional Brownian motion (Q1578603) (← links)
- Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
- Constructing quantum measurement processes via classical stochastic calculus (Q1899271) (← links)
- Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
- Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035) (← links)
- Minimal entropy preserves the Lévy property: how and why (Q2485828) (← links)
- Equivalent and absolutely continuous measure changes for jump-diffusion processes (Q2572390) (← links)
- Robustesse de la solution des problemes de filtrage avec bruit blanc independant<sup>†</sup> (Q3334723) (← links)
- QUADRATIC HEDGING FOR THE BATES MODEL (Q3502983) (← links)
- Convergence of At-The-Money Implied Volatilities to the Spot Volatility (Q3516426) (← links)
- A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (Q3523565) (← links)
- ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS (Q3523573) (← links)
- Separation principle for impulse control with partial information (Q3669284) (← links)
- A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations (Q3790513) (← links)
- Approximation d'tun filtre avec observation sur une variete compacte (Q3794989) (← links)
- (Q3862174) (← links)
- Convergence comparée des processus (Q4197134) (← links)
- Nonlinear filtering with a symmetric space valued discontinuous observation (Q4309976) (← links)
- Optimal Sure Portfolio Plans (Q4345909) (← links)
- ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS (Q4528081) (← links)
- On the minimal martingale measure and the möllmer-schweizer decomposition (Q4859232) (← links)
- EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS (Q5464337) (← links)