Pages that link to "Item:Q1201367"

The following pages link to Martingale laws, densities and decomposition of Föllmer-Schweizer (Q1201367):

Displaying 36 items.

• Stability of utility maximization in nonequivalent markets (Q287676) (← links)
• Efficient discretization of stochastic integrals (Q471177) (← links)
• Discretisation of FBSDEs driven by càdlàg martingales (Q892339) (← links)
• Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
• The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
• Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
• Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
• Martingale densities for general asset prices (Q1199742) (← links)
• Completeness of securities market models -- an operator point of view (Q1305426) (← links)
• \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
• A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
• On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
• Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
• Characterization of arbitrage-free markets (Q1774213) (← links)
• Weak time-derivatives and no-arbitrage pricing (Q1788828) (← links)
• Additional logarithmic utility of an insider (Q1805770) (← links)
• Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← links)
• Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
• Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
• A minimality property of the minimal martingale measure (Q1962144) (← links)
• The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints (Q2267519) (← links)
• Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
• Arbitrage in skew Brownian motion models (Q2427806) (← links)
• Stability of utility-maximization in incomplete markets (Q2464860) (← links)
• On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
• Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
• A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011) (← links)
• MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (Q4372021) (← links)
• Insiders and Their Free Lunches: The Role of Short Positions (Q5097220) (← links)
• Structure Conditions under Progressively Added Information (Q5131241) (← links)
• Monotone utility convergence (Q5754675) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
• The \(p\)-optimal martingale measure in continuous trading models (Q5950019) (← links)
• On the cumulant transforms for Hawkes processes (Q6159627) (← links)
• On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)