Pages that link to "Item:Q2505488"
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The following pages link to Doob's maximal identity, multiplicative decompositions and enlargements of filtrations (Q2505488):
Displaying 27 items.
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Random times and multiplicative systems (Q424521) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Change of measure up to a random time: details (Q529431) (← links)
- Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula (Q544525) (← links)
- An explicit model of default time with given survival probability (Q555016) (← links)
- Penalisation of a stable Lévy process involving its one-sided supremum (Q629787) (← links)
- On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
- A class of remarkable submartingales (Q850029) (← links)
- Multiplicative decompositions and frequency of vanishing of nonnegative submartingales (Q867093) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
- Enlargements of filtrations and path decompositions at non stopping times (Q2431746) (← links)
- On the characterisation of honest times that avoid all stopping times (Q2434485) (← links)
- A Time Before Which Insiders Would not Undertake Risk (Q4561940) (← links)
- Some contributions to the study of stochastic processes of the classes and (Q4584696) (← links)
- OPTIMAL STOPPING FOR THE LAST EXIT TIME (Q4645777) (← links)
- HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (Q4906525) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Insiders and Their Free Lunches: The Role of Short Positions (Q5097220) (← links)
- Characteristics and Constructions of Default Times (Q5123452) (← links)
- Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time (Q5239327) (← links)
- Simplified calculus for semimartingales: multiplicative compensators and changes of measure (Q6157012) (← links)
