Pages that link to "Item:Q1872167"
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The following pages link to Explicit form and robustness of martingale representations. (Q1872167):
Displaying 22 items.
- Weak approximations for Wiener functionals (Q363864) (← links)
- On the orthogonal component of BSDEs in a Markovian setting (Q654493) (← links)
- Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
- Discretizing Malliavin calculus (Q1639664) (← links)
- On the robustness of backward stochastic differential equations. (Q1766046) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- Explicit form and path regularity of martingale representations (Q2738735) (← links)
- Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II (Q3114550) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- A new approach to the martingale representation theorem (Q3647587) (← links)
- A class of complete benchmark models with intensity-based jumps (Q4819433) (← links)
- On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) (← links)
- STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
- Stability results for martingale representations: The general case (Q5240180) (← links)
- BENCHMARKED RISK MINIMIZATION (Q5739193) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)
- Expansion of a filtration with a stochastic process: the information drift (Q6164100) (← links)
- Approximation of stochastic integrals with jumps via weighted BMO approach (Q6620078) (← links)
