The following pages link to (Q4274285):
Displaying 50 items.
- Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313) (← links)
- Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Fukushima type decomposition for semi-Dirichlet forms (Q286714) (← links)
- Drift operator in a viable expansion of information flow (Q288832) (← links)
- Counterparty risk and funding: immersion and beyond (Q331358) (← links)
- Weak approximations for Wiener functionals (Q363864) (← links)
- Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes (Q376690) (← links)
- Stable process with singular drift (Q402488) (← links)
- \(L^p\)-independence of spectral bounds of generalized non-local Feynman-Kac semigroups (Q418715) (← links)
- Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (Q439235) (← links)
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- Markov jump processes in modeling coalescent with recombination (Q464186) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- A transformation of Markov jump processes and applications in genetic study (Q476599) (← links)
- BSDEs with polynomial growth generators in a defaultable market (Q488680) (← links)
- Martingale representation property in progressively enlarged filtrations (Q491187) (← links)
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- Martingale solutions and Markov selection of stochastic 3D Navier-Stokes equations with jump (Q631878) (← links)
- Sample path large and moderate deviations for risk model with delayed claims (Q659097) (← links)
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- Stochastic evolution equations driven by Lévy processes (Q661386) (← links)
- General analytic characterization of gaugeability for Feynman-Kac functionals (Q681617) (← links)
- The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997) (← links)
- Errata: Stochastic calculus over symmetric Markov processes without time reversal (Q693722) (← links)
- On the generalized Feynman-Kac transformation for nearly symmetric Markov processes (Q715746) (← links)
- Mean field limit with proliferation (Q727470) (← links)
- Schramm-Loewner equations driven by symmetric stable processes (Q731286) (← links)
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion (Q734638) (← links)
- Information, no-arbitrage and completeness for asset price models with a change point (Q740193) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Martingale representations for functionals of Lévy processes (Q746050) (← links)
- Web Markov skeleton processes and their applications (Q765675) (← links)
- Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian (Q818811) (← links)
- The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\) (Q847111) (← links)
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- Estimates on the transition densities of Girsanov transforms of symmetric stable processes (Q867079) (← links)
- A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
- Kusuoka-Stroock formula on configuration space and regularities of local times with jumps (Q884834) (← links)
- A generic model for spouse's pensions with a view towards the calculation of liabilities (Q896763) (← links)
- On the Burkholder-Davis-Gundy inequalities for continuous martingales (Q956389) (← links)
- Localization for branching Brownian motions in random environment (Q961445) (← links)
- On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures (Q988681) (← links)
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- Limits of one-dimensional diffusions (Q1011152) (← links)
- Laws of the iterated logarithm for locally square integrable martingales (Q1034243) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- On mixed exponential processes and martingales (Q1280855) (← links)
