Pages that link to "Item:Q5590486"
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The following pages link to Quelques applications de la formule de changement de variables pour les semimartingales (Q5590486):
Displaying 15 items.
- JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION (Q4798964) (← links)
- On VIX futures in the rough Bergomi model (Q4957230) (← links)
- Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models (Q5014167) (← links)
- Quadratic-exponential functionals of Gaussian quantum processes (Q5037867) (← links)
- The Girsanov Theorem Without (So Much) Stochastic Analysis (Q5126594) (← links)
- Stability of Dirichlet heat kernel estimates for non-local operators under Feynman-Kac perturbation (Q5247034) (← links)
- RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594) (← links)
- PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH (Q5324400) (← links)
- Stochastic Integral Representation of Multiplicative Operator Functionals of a Wiener Process (Q5651983) (← links)
- Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)
- Stochastic calculus as a tool in survival analysis: A review (Q5895396) (← links)
- Stochastic calculus as a tool in survival analysis: A review (Q5899913) (← links)
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)
- Stochastic Processes in the Decades after 1950 (Q6096238) (← links)
- Simplified calculus for semimartingales: multiplicative compensators and changes of measure (Q6157012) (← links)