Pages that link to "Item:Q5639084"
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The following pages link to The exit measure of a supermartingale (Q5639084):
Displayed 44 items.
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (Q491703) (← links)
- The uniform integrability of martingales. On a question by Alexander Cherny (Q492941) (← links)
- A characterization of the martingale property of exponentially affine processes (Q550153) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- The infinite Brownian loop on a symmetric space. (Q699250) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- Quelques applications de la théorie générale des processus. I (Q758803) (← links)
- Quasimartingales on partially ordered sets (Q792003) (← links)
- Nonhomogeneous Markov processes (Q792012) (← links)
- The existence of dominating local martingale measures (Q889615) (← links)
- Default and information (Q959675) (← links)
- Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
- On optimal arbitrage (Q990375) (← links)
- The structure of Fölmer's measure and some properties of potentials (Q1250479) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Absolute continuity of semimartingales (Q1722022) (← links)
- Relative densities of semimartingales (Q1843267) (← links)
- Arbitrage possibilities in Bessel processes and their relations to local martingales (Q1895852) (← links)
- Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
- Doob decomposition, Dirichlet processes, and entropies on Wiener space (Q2088466) (← links)
- A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
- Scaled insurance cash flows: representation and computation via change of measure techniques (Q2120546) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
- Filtration shrinkage, the structure of deflators, and failure of market completeness (Q2211342) (← links)
- On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- Filtration shrinkage, strict local martingales and the Föllmer measure (Q2511563) (← links)
- Théoreme de Fatou et frontière de Martin (Q2559105) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- Exponential Martingales and Changes of Measure for Counting Processes (Q3194568) (← links)
- Informational Efficiency under Short Sale Constraints (Q3195107) (← links)
- (Q4144529) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- Construction of local solutions to sde's with singular drift (Q4840929) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- Local times and supermartingales (Q5182923) (← links)
- The calculus of boundary processes (Q5186516) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- Valuation and Parities for Exchange Options (Q5250041) (← links)
- Financial models with defaultable numéraires (Q5743119) (← links)
- Supermartingales as Radon-Nikodym densities and related measure extensions (Q5962535) (← links)