The following pages link to (Q4192768):
Displaying 25 items.
- On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow (Q537137) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- The Meyer-Emery inequalities for norms of stochastic integrals with a parameter (Q911156) (← links)
- Partial likelihood process and asymptotic normality (Q1095545) (← links)
- Regularity, partial regularity, partial information process, for a filtered statistical model (Q1123494) (← links)
- On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
- Pathwise stochastic calculus with local times (Q1635956) (← links)
- Long-term factorization in Heath-Jarrow-Morton models (Q1650942) (← links)
- Financial markets with a large trader (Q1704151) (← links)
- Stability of backward stochastic differential equations (Q1915848) (← links)
- Pure-jump semimartingales (Q1983627) (← links)
- Stochastic integration with respect to cylindrical semimartingales (Q2076630) (← links)
- Semimartingales on duals of nuclear spaces (Q2184595) (← links)
- The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints (Q2267519) (← links)
- Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
- Risk aversion asymptotics for power utility maximization (Q2428507) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← links)
- THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
- Convergence in the Semimartingale Topology and Constrained Portfolios (Q3086809) (← links)
- A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets (Q3178725) (← links)
