Pages that link to "Item:Q4797321"
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The following pages link to ON JACOD–GRIGELIONIS CHARACTERISTICS FOR HILBERT SPACE VALUED SEMIMARTINGALES (Q4797321):
Displaying 7 items.
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (Q1701739) (← links)
- Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) (← links)
- Local characteristics and tangency of vector-valued martingales (Q2208475) (← links)
- Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
- Integration with Respect to Hilbert Space‐Valued Semimartingales via Jacod‐Grigelionis Characteristics (Q4421485) (← links)
- Markov bridges and enlarged filtrations (Q4710941) (← links)