SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On the Representation of Semimartingales
1 references·4 citing·17 second hop
On the Representation of Semimartingales (1973)On the Representation of SemimartingalesIntégrales stochastiques I (2006)Intégrales stochastiques IOptimal Trading Strategies Under Arbitrage (2011)Optimal Trading Strategies Un…Dual representation of superhedging costs in illiquid markets (2011)Dual representation of superh…SUPERHEDGING IN ILLIQUID MARKETS (2010)SUPERHEDGING IN ILLIQUID MARK…Robust optimal control for a consumption-investment problem (2007)Robust optimal control for a …Theory of Financial Decision Making. (1988)Convex measures of risk and trading constraints (2002)Stochastic Finance (2004)A BSDE approach to fair bilateral pricing under endogenous collateralization (2016)Maxmin expected utility with non-unique prior (1989)Controlled Markov Processes and Viscosity Solutions (2005)Stochastic differential equations and applications (2008)Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach (2010)Optimal Consumption and Portfolio Choice with Ambiguity (2014)Optimal consumption and portfolio choice with ambiguous interest rates and volatility (2020)Continuous Martingales and Brownian Motion (1999)Theory of rational option pricing (2005)Brownian Motion and Stochastic Calculus (2007)Hedging, arbitrage and optimality with superlinear frictions (2015)Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales (1976)Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures (1981)Intégrales Stochastiques par Rapport aux Martingales Locales (2002)
this work references cited by second hop

References

  • 2006Intégrales stochastiques I101 cited

Cited by

  • 2007Robust optimal control for a consumption-investment problem43 cited
  • 2010SUPERHEDGING IN ILLIQUID MARKETS30 cited
  • 2011Dual representation of superhedging costs in illiquid markets25 cited
  • 2011Optimal Trading Strategies Under Arbitrage25 cited

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