Pages that link to "Item:Q811642"
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The following pages link to On semimartingale decompositions of convex functions of semimartingales (Q811642):
Displaying 12 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- General change of variable formulas for semimartingales in one and finite dimensions (Q1326269) (← links)
- Cones and decomposition of sub- and supermartingales (Q1885694) (← links)
- A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
- On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
- Convergence in the Semimartingale Topology and Constrained Portfolios (Q3086809) (← links)
- (Q3331966) (← links)
- (Q3794997) (← links)
- Multiplicative decomposition of nonsingular matrix valued semimartingales (Q3979068) (← links)
- (Q4695454) (← links)
- Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation (Q5408473) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)