Results 181 to 190 of about 740,184 (197)

Martingale Transforms

1993
openaire   +1 more source

On martingale transform inequalities in certain quasi-Banach function spaces

Bolletino Dell Unione Matematica Italiana, 2018
Masato Kikuchi
exaly  

Esscher transforms and the minimal entropy martingale measure for exponential Lévy models

Quantitative Finance, 2006
Friedrich Hubalek
exaly  

Martingale transforms between Hardy–Orlicz spaces and of martingales

Statistics & Probability Letters, 2011
openaire   +1 more source

Operator-valued martingale transform on mixed martingale Hardy spaces

2023
exaly  

Martingale Transform and Random Abel-Dini Series

Annals of Probability, 1980

exaly  

Martingale Representations and Girsanov Transformations

2021
openaire   +1 more source

A Geometrical Characterization of Banach Spaces in Which Martingale Difference Sequences are Unconditional

Annals of Probability, 1981
D L Burkholder
exaly  

On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps

Stochastic Processes and Their Applications, 2009
Friedrich Hubalek, Carlo Sgarra
exaly  

Doob's inequality, Burkholder-Gundy inequality and martingale transforms on martingale Morrey spaces

Acta Mathematica Scientia, 2018
Kwok-Pun Ho
exaly