Pages that link to "Item:Q980759"
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The following pages link to An essay on the general theory of stochastic processes (Q980759):
Displaying 39 items.
- Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Random times and multiplicative systems (Q424521) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- An explicit model of default time with given survival probability (Q555016) (← links)
- Random times and enlargements of filtrations in a Brownian setting. (Q818314) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
- Dynkin game with asymmetric information (Q1734208) (← links)
- Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
- Default times, no-arbitrage conditions and changes of probability measures (Q1761456) (← links)
- Thin times and random times' decomposition (Q2042766) (← links)
- Excursions away from the Lipschitz minorant of a Lévy process (Q2078023) (← links)
- The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) (Q2111246) (← links)
- Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
- Filtration shrinkage, the structure of deflators, and failure of market completeness (Q2211342) (← links)
- CVA and vulnerable options pricing by correlation expansions (Q2241073) (← links)
- Independence times for iid sequences, random walks and Lévy processes (Q2274250) (← links)
- Integral representations of martingales for progressive enlargements of filtrations (Q2419970) (← links)
- Progressive enlargements of filtrations with pseudo-honest times (Q2511557) (← links)
- Quantum \(SL_2\), infinite curvature and Pitman's $2M-X$ theorem (Q2663403) (← links)
- CVA in fractional and rough volatility models (Q2700343) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
- MODELING OF FINANCIAL MARKETS WITH INSIDE INFORMATION IN CONTINUOUS TIME (Q3173998) (← links)
- From the decompositions of a stopping time to risk premium decompositions (Q4606382) (← links)
- HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (Q4906525) (← links)
- CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS (Q4994443) (← links)
- Backward semi-martingales into Burgers turbulence (Q5000182) (← links)
- MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES (Q5088806) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399) (← links)
- Utility maximization under risk constraints and incomplete information for a market with a change point (Q5373913) (← links)
- Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
- Bi-revealed utilities in a defaultable universe: a new point of view on consumption (Q6543810) (← links)
- Defaultable perpetual American put option in a last passage time model (Q6569417) (← links)
- Penalization schemes for BSDEs and reflected BSDEs with generalized driver (Q6612335) (← links)
- Information-based approach: pricing of a credit risky asset in the presence of default time (Q6612339) (← links)
