The following pages link to (Q3862174):
Displaying 8 items.
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Remarks on the finite energy condition in additive white noise filtering (Q800882) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Nonlinear filtering equations for two-parameter semimartingales (Q1052745) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
- (Q3942131) (← links)
- (Q3949748) (← links)
