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Espaces de semi martingales et changement de probabilit� · Study

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ArticleEspaces de semi martingales et changement de probabilit�

Jean Mémin1980

OA

Articlebronze1980

Espaces de semi martingales et changement de probabilit�

96 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Probability and Statistical Research Advanced Banach Space Theory

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References

1979Calcul Stochastique et Problèmes de Martingales 2002Un Cours sur les Intégrales Stochastiques

Cited by

1997On $L^2$-projections on a space of stochastic integrals 1988Contingent claims valuation when the security price is a combination of an Ito process and a random point process 2017Long-Term Risk: A Martingale Approach 1999A Compactness Principle for Bounded Sequences of Martingales with Applications 2009A dual characterization of self-generation and exponential forward performances 2016A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets 2015WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS 2002Minimizing Shortfall Risk and Applications to Finance and Insurance Problems

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Details

Year1980

Typearticle

Published1980-01-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languagede

Citations96

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf00534184

openalex_workW1995521089

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