Results 161 to 170 of about 2,001,462 (190)

Optimal stopping for two-parameter processes

, 1982
G. Mazziotto, J. Szpirglas
semanticscholar   +1 more source

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
exaly  

A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE

Mathematical Finance, 2008
Ales Černý
exaly  

Quasi–sure Product Variation of Two-parameter Smooth Martingales on the Wiener Space

, 2006
Ji Cheng Liu, Jiagang Ren
semanticscholar   +1 more source

Two-Parameter Martingales and Their Quadratic Variation

1988
openaire   +1 more source

A. S. Convergence of two-parameter banach space valued martingales and the radon-nikodym property of banach spaces

, 1999
Shixin Gan
semanticscholar   +1 more source

The Existence of Absolutely Continuous Local Martingale Measures

Annals of Applied Probability, 1995
Walter Schachermayer
exaly  

Regularity and integrator properties of variation processes of two-parameter martingales with jumps

, 1989
P. Imkeller
semanticscholar   +1 more source

Empirical Martingale Simulation for Asset Prices

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