Results 131 to 140 of about 18,905 (246)
Sharp weak-type inequalities for Fourier multipliers and second-order Riesz transforms
Open Mathematics, 2014 Osękowski Adam
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A description of Banach space-valued Orlicz hearts
Open Mathematics, 2010 Labuschagne Coenraad, Offwood Theresa
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Revista Colombiana de Estadística, 2011 A martingale estimator for the expected discounted warranty cost process of a minimally repaired coherent system under its component level observation is proposed. Its asymptotic properties are also presented using the Martingale Central Limit Theorem.En
VANDERLEI BUENO +1 more
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A martingale closure theorem for \(A\)-integrable martingale sequences
, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Arbitrage and Control Problems in Finance. Presentation. [PDF]
The theory of asset pricing takes its roots in the Arrow-Debreu model (see,for instance, Debreu 1959, Chap. 7), the Black and Scholes (1973) formula,and the Cox and Ross (1976) linear pricing model.
Elyès Jouini
core
How Long does it Take to Train an Elephant Random Walk. [PDF]
J Stat PhysFang Z.
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Entropic Dynamics of Jump-Diffusion Option Pricing. [PDF]
Entropy (Basel)Abedi M.
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Everything Is Prediction: Modern Machine Learning as Bayesian Inference. [PDF]
Entropy (Basel)Polson NG, Sokolov V, Soyer R.
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A Note on Utility Maximization with Unbounded Random Endowment [PDF]
This paper addresses the applicability of the convex duality method for utility maximization, in the presence of random endowment. When the price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true, for a
Keita Owari
core
Inverse-Probability-Weighted Wavelet Estimation of Regression Derivatives Under Missing-at-Random Responses for Stationary Ergodic Processes. [PDF]
Entropy (Basel)Bouzebda S, Didi S.
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