The following pages link to Class 𝐷 supermartingales (Q5343850):
Displayed 22 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Option pricing with quadratic volatility: a revisit (Q483708) (← links)
- Test martingales, Bayes factors and \(p\)-values (Q635415) (← links)
- Hyperamarts: Conditions for regularity of continuous parameter processes (Q788392) (← links)
- Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Decomposition of supermartingales indexed by a linearly ordered set (Q997250) (← links)
- Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (Q1012213) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Measure-valued random processes (Q3217373) (← links)
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
- On the martingale property of stochastic exponentials (Q4667990) (← links)
- Theory of Cryptocurrency Interest Rates (Q5112534) (← links)
- Local times and supermartingales (Q5182923) (← links)
- Quasi-Martingales (Q5343849) (← links)
- Sample quadratic variation of sample continuous, second order martingales (Q5586829) (← links)
- Th�orie des processus stochastiques g�n�raux applications aux surmartingales (Q5646185) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)