Results 101 to 110 of about 740,184 (197)
Fasys: Visible-Light-Based Communication and Positioning Services towards Smart Cities. [PDF]
Sensors (Basel), 2023 Yu B, Liu X, Guo L, Wei X, Song S.
europepmc +1 more source
Approximation of martingale couplings on the line in the adapted weak topology. [PDF]
Probab Theory Relat Fields, 2022 Beiglböck M +3 more
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Martingale transforms between and of martingale spaces
The martingale transform techniques are used to show that given any Young function [Phi] with finite power p the corresponding space is the martingale transform of and the converse result is also true.
Meng, Weiwei, Yu, Lin
core
ON CHARACTERIZING THE REPRESENTATION FOR A REVERSED POINT MARTINGALE
, 2012 [[abstract]]In this paper, we obtain the representation for a reversed point martingale with respect to the reversed filtration generated by a point process.
Cheng, Tsung-Lin; Chou, Ching-Sung
core
Upside and downside correlated jump risk premia of currency options and expected returns. [PDF]
Financ Innov, 2023 He JC, Chang HH, Chen TF, Lin SK.
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On the Iterated Martingale Transforms
On the Iterated Martingale Transformsapplication/pdf Let f=(fn,Fn)_{n≥0} be a martingale on some filtered complete probability space (Ω,F,P) with the usual conditions. We define the iterated martingale transforms I^{(m)}(f) = (In^≤{(m)},(Fn)) (m≥1) with respect to f, the discrete analogues of the iterated stochastic integrals.
openaire +1 more source
Structural credit risk model driven by Lévy process under knight uncertainty. [PDF]
Ann Oper Res, 2023 Tang Z, Zhong B, Zhou L, Shen C.
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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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Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment. [PDF]
Entropy (Basel), 2023 Nowak P, Pawłowski M.
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