Pages that link to "Item:Q5855965"
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The following pages link to A martingale representation theorem and valuation of defaultable securities (Q5855965):
Displayed 5 items.
- Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
- Explicit description of all deflators for market models under random horizon with applications to NFLVR (Q2157327) (← links)
- Representation for martingales living after a random time with applications (Q6134135) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
- Mean–variance hedging of contingent claims with random maturity (Q6187370) (← links)
