Pages that link to "Item:Q4181732"
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The following pages link to Transformation of H p -martingales by a change of law (Q4181732):
Displaying 6 items.
- A new aspect of \(L_{\infty}\) in the space of BMO-martingales (Q1092515) (← links)
- On the existence of diffusions with singular drift coefficient (Q1119276) (← links)
- Changes of law, martingales and the conditioned square function (Q1143711) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
