Results 171 to 180 of about 36,708 (189)

Empirical Martingale Simulation for Asset Prices

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

The Existence of Absolutely Continuous Local Martingale Measures

Annals of Applied Probability, 1995
Walter Schachermayer
exaly  

The martingale property in the context of stochastic differential equations

Electronic Communications in Probability, 2015
Johannes Ruf
exaly  

Weak martingale Hardy spaces and weak atomic decompositions

Science in China Series A: Mathematics, 2006
Yanbo Ren
exaly  

Two-Parameter Martingales and Their Quadratic Variation

1988
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  

Two-parameter filtrations with respect to which all martingales are strong

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1982
Zbaganu, Gheorghita, Xing, Wu Zhuang
openaire   +2 more sources

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

Quantitative Finance, 2006
Friedrich Hubalek
exaly  

Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients

Journal of Functional Analysis, 2008
Alessio Figalli
exaly  

Two-Parameter Martingale Hardy spaces

1994
openaire   +1 more source