Pages that link to "Item:Q901294"
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The following pages link to Single jump processes and strict local martingales (Q901294):
Displaying 13 items.
- Simple examples of pure-jump strict local martingales (Q491181) (← links)
- Optimal Novikov-type criteria for local martingales with jumps (Q743003) (← links)
- Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
- Strict local martingales: examples (Q1687193) (← links)
- Single jump filtrations and local martingales (Q2209740) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- Piecewise constant martingales and lazy clocks (Q2296122) (← links)
- A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
- Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale (Q5014524) (← links)
- The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
- On possible relations between an increasing process and its compensator in the non-integrable case (Q5230465) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
- INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)