The following pages link to (Q4349232):
Displayed 16 items.
- Robust maximization of asymptotic growth (Q453248) (← links)
- On the number of omitted values by a meromorphic function of finite energy and heat diffusions (Q601121) (← links)
- Strict local martingales: examples (Q1687193) (← links)
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
- Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
- Default functions and Liouville type theorems based on symmetric diffusions (Q2039820) (← links)
- On the stochastic behaviour of optional processes up to random times (Q2341620) (← 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)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529) (← links)
- Asymptotics of first-passage time over a one-sided stochastic boundary (Q5919596) (← links)
- The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350) (← links)
- CARLSON–GRIFFITHS THEORY FOR COMPLETE KÄHLER MANIFOLDS (Q6171809) (← links)