Pages that link to "Item:Q841482"
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The following pages link to On exponential local martingales associated with strong Markov continuous local martingales (Q841482):
Displaying 18 items.
- Simple examples of pure-jump strict local martingales (Q491181) (← links)
- Necessary and sufficient conditions for the \(r\)-excessive local martingales to be martingales (Q507787) (← links)
- A characterization of the martingale property of exponentially affine processes (Q550153) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
- Local times of continuous N-parameter strong martingales (Q1081201) (← links)
- The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes (Q1960923) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
- Weak tail conditions for local martingales (Q2421830) (← links)
- On the martingale property in the rough Bergomi model (Q2422728) (← links)
- A weak convergence criterion for constructing changes of measure (Q2811915) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- On Exponential Local Martingales Connected with Diffusion Processes (Q3680025) (← links)
- On functionals of a Wiener process with drift and exponential local martingales (Q3972685) (← links)
- Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- DUPIRE'S EQUATION FOR BUBBLES (Q4649504) (← links)
- Theory of Cryptocurrency Interest Rates (Q5112534) (← links)
