Pages that link to "Item:Q1708983"
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The following pages link to Sticky processes, local and true martingales (Q1708983):
Displaying 3 items.
- On the conditional small ball property of multivariate Lévy-driven moving average processes (Q511124) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost (Q6048447) (← links)