Results 51 to 60 of about 3,983,040 (155)

Finitely Additive Equivalent Martingale Measures [PDF]

open access: yes
Let L be a linear space of real bounded random variables on the probability space (omega,A, P0). There is a finitely additive probability P on A, such that P tilde P0 and EP (X) = 0 for all X in L, if and only if cEQ(X) = ess sup(-X), X in L, for some ...
Pietro Rigo   +2 more
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Hardy Wilson holding his son Lachlan at Purulia, Warrawee, New South Wales, 1917 [picture] /

open access: yes, 1917
Title devised by cataloguer based on inscription.; In album: Portraits of Hardy Wilson and his family, Warrawee, New South Wales, 1917-1930.; Part of the collection: Hardy Wilson collection.; Inscriptions: "Lachlan about 1917 at Purulia"--In ink on verso.
Wilson, Hardy, 1881-1955.
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Lachlan Hardy Wilson at Purulia, Warrawee, New South Wales, 1917, 2 [picture] /

open access: yes, 1917
Title devised by cataloguer based on inscription.; In album: Portraits of Hardy Wilson and his family, Warrawee, New South Wales, 1917-1930.; Part of the collection: Hardy Wilson collection.; Inscriptions: "LHW Purulia in 1917"--In ink on verso ...
Wilson, Hardy, 1881-1955.
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Proposed plan detail of joinery in living room for Holyman house in Lord Street for Lachlan Hardy Wilson, Launceston, Tasmania, ca. 1945 [picture] /

open access: yes, 1945
Title devised by cataloguer based on inscription.; Part of the: Hardy Wilson collection.; Inscriptions: "Detail of joinery in living room for Dr. Hardy Wilson, Roy Smith & Willing Architects, Holyman house L'ton"--In pencil lower left; "Lord St.
Wilson, Hardy, 1881-1955.
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Generalized spectral tests for the martingale difference hypothesis [PDF]

open access: yes, 2006
This article proposes a test for the martingale difference hypothesis (MDH) using dependence measures related to the characteristic function. The MDH typically has been tested using the sample autocorrelations or in the spectral domain using the ...
Velasco Gómez, Carlos   +4 more
core   +1 more source

PROJECTIVE SYSTEM APPROACH TO THE MARTINGALE CHARACTERIZATION OF THE ABSENCE OF ARBITRAGE [PDF]

open access: yes
The equivalence between the absence of arbitrage and the existence of an equivalent martingale measure fails when an infinite number of trading dates is considered. By enlarging the set of states of nature and the probability measure through a projective
María José Muñoz-Bouzo   +2 more
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