Pages that link to "Item:Q2572390"
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The following pages link to Equivalent and absolutely continuous measure changes for jump-diffusion processes (Q2572390):
Displaying 50 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Abstract, classic, and explicit turnpikes (Q471171) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- A characterization of the martingale property of exponentially affine processes (Q550153) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- Poisson and diffusion approximation of stochastic master equations with control (Q625052) (← links)
- Markov chains approximation of jump-diffusion stochastic master equations (Q629778) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- Pure jump increasing processes and the change of variables formula (Q743007) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q928499) (← links)
- Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665) (← links)
- Absolute continuity of semimartingales (Q1722022) (← links)
- Analytical representations for the basic affine jump diffusion (Q1785484) (← links)
- Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922) (← links)
- Two theorems on Hunt's hypothesis (H) for Markov processes (Q2039094) (← links)
- On absolute continuity and singularity of multidimensional diffusions (Q2042787) (← links)
- A weak solution theory for stochastic Volterra equations of convolution type (Q2075334) (← links)
- Markov-modulated affine processes (Q2080289) (← links)
- No arbitrage in continuous financial markets (Q2190064) (← links)
- Exponentially affine martingales, affine measure changes and exponential moments of affine processes (Q2267544) (← links)
- The fourth characteristic of a semimartingale (Q2278675) (← links)
- Linear credit risk models (Q2282965) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- Affine processes beyond stochastic continuity (Q2299583) (← links)
- Consumption in incomplete markets (Q2308177) (← links)
- Cylindrical martingale problems associated with Lévy generators (Q2312775) (← links)
- Optimal dynamic basis trading (Q2334405) (← links)
- A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- Endogenous current coupons (Q2412391) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- Weak tail conditions for local martingales (Q2421830) (← links)
- Exponential change of measure for general piecewise deterministic Markov processes (Q2423855) (← links)
- Portfolios and risk premia for the long run (Q2428051) (← links)
- Credit derivatives in an affine framework (Q2471738) (← links)
- A note on the CIR process and the existence of equivalent martingale measures (Q2482116) (← links)
- A weak convergence criterion for constructing changes of measure (Q2811915) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Doubly Stochastic CDO Term Structures (Q2904888) (← links)
- DYNAMIC CDO TERM STRUCTURE MODELING (Q3069957) (← links)
- STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS (Q3195494) (← links)
- A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS (Q3304208) (← links)
- Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance (Q3398284) (← links)
- Affine Point Processes: Approximation and Efficient Simulation (Q3465933) (← links)
- Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models (Q4610206) (← links)
