The following pages link to (Q4255370):
Displayed 6 items.
- What happens after a default: the conditional density approach (Q981009) (← links)
- Further results on some singular linear stochastic differential equations (Q1016620) (← links)
- Free lunch and arbitrage possibilities in a financial market model with an insider. (Q1879525) (← links)
- Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps (Q2572198) (← links)
- Relative volume as a doubly stochastic binomial point process (Q3439867) (← links)
- Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches (Q4409043) (← links)