The following pages link to (Q4172714):
Displaying 10 items.
- Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- A stochastic calculus model of continuous trading: Complete markets (Q1838779) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- The space of outcomes of semi-static trading strategies need not be closed (Q2364534) (← links)
- A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936) (← links)
- The chaotic-representation property for a class of normal martingales (Q2642930) (← links)
- On extremal solutions of martingale problems (Q3893053) (← links)
- Stability results for martingale representations: The general case (Q5240180) (← links)
- Entropic Conditions and Hedging (Q5429599) (← links)