Pages that link to "Item:Q901294"

The following pages link to Single jump processes and strict local martingales (Q901294):

Displaying 8 items.

• Single jump filtrations and local martingales (Q2209740) (← links)
• Piecewise constant martingales and lazy clocks (Q2296122) (← links)
• A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
• Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale (Q5014524) (← links)
• The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
• On possible relations between an increasing process and its compensator in the non-integrable case (Q5230465) (← links)
• Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
• INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)