Results 171 to 180 of about 66,313 (214)

Martingales

1991
Daniel Revuz, Marc Yor
openaire   +2 more sources

Martingale — Perimetro

Annali di Matematica Pura ed Applicata, 1970
openaire   +1 more source

Martingale transforms and fractional integrals on rearrangement-invariant martingale Hardy spaces

Periodica Mathematica Hungarica, 2020
Kwok-Pun Ho
exaly  

Martingales

2017
  +4 more sources

The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets

Mathematical Finance, 2000
Marco Frittelli
exaly  

martingales

1987
openaire   +1 more source

Empirical Martingale Simulation for Asset Prices

Management Science, 1998
Jin-Chuan Duan, Jean-Guy Simonato
exaly  

Martingales and Martingale Representations

2014
openaire   +1 more source

A Martingale Framework for Detecting Changes in Data Streams by Testing Exchangeability

IEEE Transactions on Pattern Analysis and Machine Intelligence, 2010
Shen-Shyang Ho, Harry Wechsler
exaly  

Martingale Orlicz‐Hardy spaces

Mathematische Nachrichten, 2012
Eiichi Nakai
exaly