Pages that link to "Item:Q664349"
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The following pages link to On the martingale property of certain local martingales (Q664349):
Displaying 50 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Relative asset price bubbles (Q315462) (← links)
- Simple examples of pure-jump strict local martingales (Q491181) (← links)
- The lifetime of a financial bubble (Q506379) (← links)
- Necessary and sufficient conditions for the \(r\)-excessive local martingales to be martingales (Q507787) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- A characterization of the martingale property of exponentially affine processes (Q550153) (← links)
- Optimal Novikov-type criteria for local martingales with jumps (Q743003) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- On the loss of the semimartingale property at the hitting time of a level (Q895896) (← links)
- Stochastic areas of diffusions and applications (Q905937) (← links)
- Une application du calcul du nombre de montées et de descentes aux fonctions de martingales locales continues. (An application of the calculus of up- and down-crossing numbers to functions of continuous local martingales) (Q1103964) (← links)
- The uniqueness class of continuous local martingales (Q1611502) (← links)
- Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665) (← links)
- Strict local martingales: examples (Q1687193) (← links)
- Absolute continuity of semimartingales (Q1722022) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- The hydrodynamic limit for local mean-field dynamics with unbounded spins (Q1785581) (← links)
- Locally Feller processes and martingale local problems (Q1994912) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Change of drift in one-dimensional diffusions (Q2022766) (← links)
- On absolute continuity and singularity of multidimensional diffusions (Q2042787) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
- Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
- Asset price bubbles: invariance theorems (Q2170295) (← links)
- No arbitrage in continuous financial markets (Q2190064) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- Cylindrical martingale problems associated with Lévy generators (Q2312775) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- Weak tail conditions for local martingales (Q2421830) (← links)
- A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions (Q2453911) (← links)
- Expectation, conditional expectation and martingales in local fields (Q2461978) (← links)
- Bubbles in discrete-time models (Q2675818) (← links)
- Optional projection under equivalent local martingale measures (Q2697499) (← links)
- A weak convergence criterion for constructing changes of measure (Q2811915) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Martingale Property of Generalized Stochastic Exponentials (Q2906154) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- COHERENT FOREIGN EXCHANGE MARKET MODELS (Q2970322) (← links)
- A Note on a Paper by Wong and Heyde (Q3094694) (← links)
- A simple proof of the martingale property in a semi-log-normal stochastic volatility model (Q3177164) (← links)
- (Q3321186) (← links)
- SLE local martingales, reversibility and duality (Q3419310) (← links)
- Relations between triplets of local characteristics of semimartingales (Q3687449) (← links)
- (Q4518387) (← links)
- Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805) (← links)
- Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824) (← links)
- Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843) (← links)
- Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model (Q4586033) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
