Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration
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Publication:5095747
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- Publication:4896014
- scientific article; zbMATH DE number 4069945
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Cites work
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- A Simple Counterexample to Several Problems in the Theory of Asset Pricing
- Applications to mathematical finance
- Arbitrage possibilities in Bessel processes and their relations to local martingales
- Espaces de semi martingales et changement de probabilit�
- How non-arbitrage, viability and numéraire portfolio are related
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- On 2-inner product spaces and reproducing property
- On reproducing property and 2-cocycles
- On Square Integrable Martingales
- Option pricing using a computational method based on reproducing kernel
- Some properties of reproducing kernel Banach and Hilbert spaces
- Super-replication and utility maximization in large financial markets
- The Banach space of workable contingent claims in arbitrage theory
- The mathematics of arbitrage
- Theory of Reproducing Kernels
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