Anna Aksamit

Available identifiers

Publication	Date of Publication	Type
Generalized BSDE and reflected BSDE with random time horizon	2023-07-04	Paper
Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process (LD-QBD)	2023-02-04	Paper
Sensitivity analysis of Quasi-Birth-and-Death processes	2023-02-04	Paper
Thin times and random times' decomposition	2021-07-21	Paper
Generalized BSDEs with random time horizon in a progressively enlarged filtration	2021-05-14	Paper
Robust Framework for Quantifying the Value of Information in Pricing and Hedging	2020-05-29	Paper
Martingale spaces and representations under absolutely continuous changes of probability	2019-11-06	Paper
The robust pricing–hedging duality for American options in discrete time financial markets	2019-10-31	Paper
No-arbitrage under additional information for thin semimartingale models	2019-09-19	Paper
Integral representations of martingales for progressive enlargements of filtrations	2019-06-04	Paper
No-arbitrage under a class of honest times	2018-01-16	Paper
No-arbitrage up to random horizon for quasi-left-continuous models	2017-10-23	Paper
Projections, pseudo-stopping times and the immersion property	2017-06-22	Paper
Enlargement of filtrations with finance in view	2016-08-08	Paper
On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration	2016-04-13	Paper
Arbitrages in a progressive enlargement setting	2015-10-21	Paper

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