Pages that link to "Item:Q2258828"
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The following pages link to Strict local martingales with jumps (Q2258828):
Displayed 6 items.
- Simple examples of pure-jump strict local martingales (Q491181) (← links)
- Strict local martingales: examples (Q1687193) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
- STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)