Pages that link to "Item:Q665818"
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The following pages link to On the semimartingale property via bounded logarithmic utility (Q665818):
Displaying 6 items.
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- On the loss of the semimartingale property at the hitting time of a level (Q895896) (← links)
- Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
- Self-dual continuous processes (Q1947605) (← links)
- A simple proof of the martingale property in a semi-log-normal stochastic volatility model (Q3177164) (← links)
- Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models (Q4610206) (← links)