The following pages link to (Q3911166):
Displaying 50 items.
- A generic decomposition formula for pricing vanilla options under stochastic volatility models (Q274843) (← links)
- Constructing functions with prescribed pathwise quadratic variation (Q281858) (← links)
- Pathwise integrals and Itô-Tanaka formula for Gaussian processes (Q300290) (← links)
- Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Wellposedness of second order backward SDEs (Q438976) (← links)
- Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
- Itô calculus without probability in idealized financial markets (Q493630) (← links)
- On a class of generalized Takagi functions with linear pathwise quadratic variation (Q499179) (← links)
- Tempered generalized functions and Hermite expansions (Q608402) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- On the existence of SLE trace: finite energy drivers and non-constant \(\kappa \) (Q682803) (← links)
- Errata: Stochastic calculus over symmetric Markov processes without time reversal (Q693722) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- A probabilistic approach to the \(\varPhi \)-variation of classical fractal functions with critical roughness (Q826659) (← links)
- A functional extension of the Ito formula (Q847101) (← links)
- Weak Dirichlet processes with a stochastic control perspective (Q855923) (← links)
- Nonsemimartingales: stochastic differential equations and weak Dirichlet processes (Q879256) (← links)
- Change of variable formulas for non-anticipative functionals on path space (Q984411) (← links)
- A Dirichlet process characterization of a class of reflected diffusions (Q984443) (← links)
- A two-sided stochastic integral and its calculus (Q1085890) (← links)
- Stochastic calculus of variations for stochastic partial differential equations (Q1107903) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- Stochastic representation of diffusions corresponding to divergence form operators (Q1363463) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- Extensions of the sewing lemma with applications (Q1615916) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- Pathwise stochastic calculus with local times (Q1635956) (← links)
- Weak Dirichlet processes with jumps (Q1679481) (← links)
- Differential equations driven by rough paths with jumps (Q1704543) (← links)
- Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
- On pathwise quadratic variation for càdlàg functions (Q1725475) (← links)
- On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity (Q1733782) (← links)
- Stochastic calculus for Markov processes associated with semi-Dirichlet forms (Q1751956) (← links)
- Double dimers, conformal loop ensembles and isomonodromic deformations (Q1757296) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- Solutions of stochastic partial differential equations considered as Dirichlet processes (Q1769782) (← links)
- On the quadratic variation of the model-free price paths with jumps (Q1795403) (← links)
- Generalized integration and stochastic ODEs (Q1872259) (← links)
- Discrete-time approximations of stochastic delay equations: the Milstein scheme. (Q1879854) (← links)
- The generalized covariation process and Itô formula (Q1904537) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- Model-free CPPI (Q1994390) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Bilinear equations in Hilbert space driven by paths of low regularity (Q2026600) (← links)
- Time-changed local martingales under signed measures (Q2031003) (← links)
- Local times and Tanaka-Meyer formulae for càdlàg paths (Q2042797) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
