Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Espaces de semi martingales et changement de probabilit�

2 references·16 citing·47 second hop

FromToDepth

this work references cited by second hop

References

1979Calcul Stochastique et Problèmes de Martingales1,161 cited
2002Un Cours sur les Intégrales Stochastiques421 cited

Cited by

1997On $L^2$-projections on a space of stochastic integrals93 cited
1988Contingent claims valuation when the security price is a combination of an Ito process and a random point process86 cited
2017Long-Term Risk: A Martingale Approach69 cited
1999A Compactness Principle for Bounded Sequences of Martingales with Applications68 cited
2009A dual characterization of self-generation and exponential forward performances55 cited
2016A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets43 cited
2015WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS42 cited
2002Minimizing Shortfall Risk and Applications to Finance and Insurance Problems40 cited
2005Super-replication and utility maximization in large financial markets37 cited
1992Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market33 cited
2003A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment32 cited
2013On the closure in the Emery topology of semimartingale wealth-process sets30 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2015Integrability conditions for space–time stochastic integrals: Theory and applications26 cited

2014Stochastic Integration on the Real Line25 cited

2013Cone-constrained continuous-time Markowitz problems25 cited

2005A theory of stochastic integration for bond markets23 cited