Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration
From MaRDI portal
Publication:5095747
DOI10.11568/kjm.2021.29.3.639zbMath1492.60151OpenAlexW3203024334MaRDI QIDQ5095747
Saeed Hashemi Sababe, M. Yazdi, Mohammad Shabani
Publication date: 10 August 2022
Full work available at URL: http://journal.kkms.org/index.php/kjm/article/view/1116
One-parameter semigroups and linear evolution equations (47D06) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Banach space of workable contingent claims in arbitrage theory
- How non-arbitrage, viability and numéraire portfolio are related
- A note on the no arbitrage condition for international financial markets
- A general version of the fundamental theorem of asset pricing
- Arbitrage possibilities in Bessel processes and their relations to local martingales
- Option pricing using a computational method based on reproducing kernel
- The mathematics of arbitrage
- Super-replication and utility maximization in large financial markets
- Some Properties of Reproducing Kernel Banach and Hilbert Spaces
- A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets
- [https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�]
- A Simple Counterexample to Several Problems in the Theory of Asset Pricing
- A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting
- On 2-inner product spaces and reproducing property
- On reproducing property and 2-cocycles
- On Square Integrable Martingales
- Theory of Reproducing Kernels
This page was built for publication: Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration