Martin Baxter

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Lévy simple structural models
International Journal of Theoretical and Applied Finance
2014-07-17Paper
Hedging in Financial Markets
ASTIN Bulletin
2009-09-02Paper
scientific article; zbMATH DE number 1222800 (Why is no real title available?)
 
1998-11-11Paper
Discounted additive functionals of Markov processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1998-02-05Paper
scientific article; zbMATH DE number 947803 (Why is no real title available?)
 
1996-11-20Paper
The local time of a two-dimensional diffusion
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences
1994-10-24Paper
Symmetry characterizations of certain distributions, 2: Discounted additive functionals and large deviations
Mathematical Proceedings of the Cambridge Philosophical Society
1993-12-20Paper
Symmetry characterizations of certain distributions. 3. Discounted additive functional and large deviations for a general finite-state Markov chain
Mathematical Proceedings of the Cambridge Philosophical Society
1993-12-15Paper
scientific article; zbMATH DE number 140551 (Why is no real title available?)
 
1993-03-28Paper
Symmetry characterizations of certain distributions, 1
Mathematical Proceedings of the Cambridge Philosophical Society
1992-09-27Paper


Research outcomes over time


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