Results 161 to 170 of about 36,708 (189)

On the itô formula for two-parameter martingales

2005
Nikos Frangos, David Nualart, Marta Sanz-Solé   +2 more
openaire   +1 more source

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

Mathematical Finance, 2000
Marco Frittelli
exaly  

Minimal fq-martingale measures for exponential Lévy processes

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

Some properties on G-evaluation and its applications to G-martingale decomposition

Science China Mathematics, 2011
Yongsheng Song
exaly  

On the minimal entropy martingale measure

Annals of Probability, 2002
Peter Grandits, Thorsten Rheinländer
exaly  

Atomic decompositions of martingale hardy–morrey spaces

Acta Mathematica Hungarica, 2016
Kwok-Pun Ho
exaly  

Fractional Integral on Martingale Hardy Spaces With Variable Exponents

Fractional Calculus and Applied Analysis, 2015
Zhiwei Hao, Yong Jiao
exaly  

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

Acta Mathematica Scientia, 2018
Kwok-Pun Ho
exaly  

Atomic characterizations of weak martingale Musielak–Orlicz Hardy spaces and their applications

Banach Journal of Mathematical Analysis, 2019
Guangheng Xie, Dachun Yang
exaly  

Martingale Orlicz‐Hardy spaces

Mathematische Nachrichten, 2012
Eiichi Nakai, Gaku Sadasue
exaly