The following pages link to (Q3812985):
Displaying 7 items.
- A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions (Q1588777) (← links)
- On the distribution of a randomly discounted compound Poisson process (Q1915839) (← links)
- A stochastic discounting model arising in competing risks management (Q1963102) (← links)
- Events of Borel sets, construction of Borel sets and random variables for stochastic finance (Q2344189) (← links)
- Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II (Q3114550) (← links)
- Integral representation of continuous comonotonically additive functionals (Q4382983) (← links)
- (Q4441022) (← links)