Pages that link to "Item:Q3322947"

The following pages link to Martingales and Stochastic Integrals (Q3322947):

Displaying 33 items.

• VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
• Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
• Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process (Q350258) (← links)
• Ownership structure and efficiency in large economies (Q447527) (← links)
• Pseudo-Riemann-Stieltjes integral (Q730898) (← links)
• Randomization in survival analysis (Q886320) (← links)
• Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
• Bayesian information topologies (Q922258) (← links)
• Spanning and completeness in markets with contingent claims (Q1090586) (← links)
• A two-step state space time series modeling method (Q1116605) (← links)
• The Ito-Clifford integral (Q1167910) (← links)
• Time-dependent coefficients in a Cox-type regression model (Q1180182) (← links)
• A dynamic reinsurance theory (Q1199962) (← links)
• Wavelets and stochastic processes (Q1300496) (← links)
• Statistical inference procedure for a hypergeometric model for capture- recapture experiments (Q1308972) (← links)
• Doob-Meyer decomposition for set-indexed submartingales (Q1332399) (← links)
• Transformations of Lebesgue-Stieltjes integrals (Q1353714) (← links)
• On a representation theorem of Schmeidler (Q1381187) (← links)
• Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
• Stopping and set-indexed local martingales (Q1890715) (← links)
• Differential equations connecting VaR and CVaR (Q2012604) (← links)
• Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
• The set-indexed Itô integral (Q2565878) (← links)
• Risk transference constraints in optimal reinsurance (Q2670119) (← links)
• Locally Most Powerful Sequentially Planned Tests in Continuous Time (Q3423602) (← links)
• Toward A Convergence Theory For Continuous Stochastic Securities Market Models¹ (Q4345879) (← links)
• A Nonstandard Approach to Option Pricing (Q4345916) (← links)
• REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED (Q4345926) (← links)
• On the characterization of certain similarly ordered super-additive functionals (Q4383134) (← links)
• On the rareness of generalized sub- and supermartingales in the class of all uniformly<i>L₁</i>bounded stochastic processes (Q4395800) (← links)
• On a Stochastic Model for a Cooperative Banking Scheme for Microcredit (Q5005716) (← links)
• Stochastic calculus as a tool in survival analysis: A review (Q5895396) (← links)
• Stochastic calculus as a tool in survival analysis: A review (Q5899913) (← links)