Pages that link to "Item:Q4902213"
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The following pages link to Processes of Class Sigma, Last Passage Times, and Drawdowns (Q4902213):
Displayed 16 items.
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales (Q424488) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes (Q521963) (← links)
- On some properties of universal sigma-finite measures associated with a remarkable class of submartingales (Q653285) (← links)
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- An ideal class to construct solutions for skew Brownian motion equations (Q2135195) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- Some contributions to the study of stochastic processes of the classes and (Q4584696) (← links)
- Characterization of submartingales of a new class <font>(Σ<sup><i>r</i></sup>)</font> (Q4639184) (← links)
- Representation of martingales under signed measures and the study of the classes ∑<sub><i>s</i></sub> and ∑<sub><i>s</i></sub>′ (Q5086625) (← links)
- Characteristics and Constructions of Default Times (Q5123452) (← links)
- The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (Q5242512) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
