The following pages link to ON CONTINUOUS MARTINGALES (Q5601886):
Displaying 36 items.
- A bilevel programming approach to double optimal stopping (Q275213) (← links)
- No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications (Q277161) (← links)
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- When is a stochastic integral a time change of a diffusion? (Q912482) (← links)
- Extensions of Black-Scholes processes and Benford's law (Q939395) (← links)
- Étude asymptotique de certains mouvements browniens complexes avec drift (Q1067314) (← links)
- Random time change and an integral representation for marked stopping times (Q1123482) (← links)
- A fundamental property of Markov processes with an application to equivalence under time changes (Q1138853) (← links)
- Some time change representations of stable integrals, via predictable transformations of local martingales (Q1190166) (← links)
- Stochastic integral representation of some martingales (Q1248276) (← links)
- Forecasting point and continuous processes: Prequential analysis (Q1345543) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Variance swaps on time-changed Lévy processes (Q1761447) (← links)
- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times (Q1836443) (← links)
- Embedding and asymptotic expansions for martingales (Q1902865) (← links)
- Fluctuations for the bipartite Sherrington-Kirkpatrick model (Q2046511) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- Interview with Andreas Daniel Matt: real-time mathematics (Q2101903) (← links)
- Limit properties of continuous self-exciting processes (Q2273724) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- A maximal inequality for fractional Brownian motions (Q2414733) (← links)
- Hedging variance options on continuous semimartingales (Q2430256) (← links)
- An Improved Test for Continuous Local Martingales (Q2792264) (← links)
- TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE (Q2802751) (← links)
- Stochastic differential equations for sticky Brownian motion (Q2811120) (← links)
- A representation theorem for smooth Brownian martingales (Q2833694) (← links)
- MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (Q3069956) (← links)
- On the Chacon-Jamison theorem (Q3344936) (← links)
- SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION (Q4226856) (← links)
- THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS (Q5190050) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
- The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350) (← links)
- Central limit theorems for martingales. I: Continuous limits (Q6126950) (← links)
