Results 211 to 220 of about 18,905 (246)

Martingale Orlicz‐Hardy spaces

Mathematische Nachrichten, 2012
Eiichi Nakai
exaly  

Minimal fq-martingale measures for exponential Lévy processes

Annals of Applied Probability, 2007
Yoshio Miyahara, Monique Jeanblanc
exaly  

A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE

Mathematical Finance, 2008
Ales Černý
exaly  

Derivation and Martingales

1970
Charles A. Hayes, Christian Y. Pauc
openaire   +1 more source

Real interpolation for variable martingale Hardy spaces

Journal of Mathematical Analysis and Applications, 2020
Dejian Zhou, Ferenc Weisz, Yong Jiao
exaly  

The Existence of Absolutely Continuous Local Martingale Measures

Annals of Applied Probability, 1995
Walter Schachermayer
exaly  

Empirical Martingale Simulation for Asset Prices

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

Martingale

2021
openaire   +1 more source

Martingale Inequalities, Interpolation and NP-Complete Problems

Mathematics of Operations Research, 1989
Michel Talagrand, Wansoo T Rhee
exaly  

A Martingale Representation Result and an Application to Incomplete Financial Markets

Mathematical Finance, 1992
Saul Jacka
exaly