The following pages link to (Q3957683):
Displayed 50 items.
- Term structure of interest rates: The martingale approach (Q583070) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Duality results and inequalities with respect to Hardy spaces containing function sequences (Q678078) (← links)
- On a decomposition of solutions of stochastic differential equations (Q787584) (← links)
- Asset pricing for general processes (Q804457) (← links)
- A variational problem arising in financial economics (Q811312) (← links)
- From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes (Q853860) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Randomization in survival analysis (Q886320) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- Elementary embeddings and games in adapted probability logic (Q920078) (← links)
- Analysis of equilibrium states of Markov solutions to the 3D Navier-Stokes equations driven by additive noise (Q927196) (← links)
- Finitely additive supermartingales (Q939137) (← links)
- Default and information (Q959675) (← links)
- Lévy processes and Fourier multipliers (Q996266) (← links)
- Decomposition of supermartingales indexed by a linearly ordered set (Q997250) (← links)
- Probability logic with conditional expectation (Q1057851) (← links)
- Inversed martingales in risk theory (Q1061437) (← links)
- Statistical modelling via partitioned counting processes (Q1062405) (← links)
- On multiparameter ergodic and martingale theorems in infinite measure spaces (Q1077067) (← links)
- Information structures and viable price systems (Q1085024) (← links)
- Multiperiod security markets with differential information (Q1086116) (← links)
- Stopping a two parameter weak martingale (Q1087223) (← links)
- Weak convergence of processes and preservation of predictability (Q1093245) (← links)
- Convergence of continuous time stochastic ELS parameter estimation (Q1098164) (← links)
- Time reversal and stationarity of infinite-dimensional Markov birth-and- death processes (Q1105289) (← links)
- An extension of the Black-Scholes model of security valuation (Q1106069) (← links)
- Poisson approximations for time-changed point processes (Q1106547) (← links)
- Decompositions of semimartingales on \({\mathcal S}'\) (Q1110907) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- A note on the terminal date security prices in a continuous time trading model with dividends (Q1174342) (← links)
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
- From discrete to continuous time (Q1177039) (← links)
- On the rate of convergence in the multidimensional CLT for martingales (Q1178911) (← links)
- Filtering the histories of a partially observed marked point process (Q1190169) (← links)
- Corrigendum to `A note on the terminal date security prices in a continuous time trading model with dividents' (Q1190236) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- Adaptive prediction and reverse martingales (Q1201889) (← links)
- On reflecting diffusion processes and Skorokhod decompositions (Q1203941) (← links)
- Identifying nonlinear covariate effects in semimartingale regression models (Q1262059) (← links)
- The probabilistic solution of the third boundary value problem for second order elliptic equations (Q1263887) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Efficient and equilibrium allocations with stochastic differential utility (Q1322710) (← links)
- Stochastic calculus, statistical asymptotics, Taylor strings and phyla (Q1327537) (← links)
- Stability of stochastic integrals under change of filtration (Q1327546) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- Predictable projections for point process filtrations (Q1333574) (← links)
- Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
- Forecasting point and continuous processes: Prequential analysis (Q1345543) (← links)
- Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833) (← links)