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Sur les integrales stochastiques de processus previsibles non bornes
3 references·2 citing·15 second hop
Sur les integrales stochastiques de processus previsibles non bornes (1980)Sur les integrales stochastiques de proce…Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration (1980)Integrales stochastiques par …Une topologie sur l'espace des semimartingales (1979)Une topologie sur l'espace de…Calcul Stochastique et Problèmes de Martingales (1979)Calcul Stochastique et Problè…Random measures and stochastic integration (2006)Random measures and stochasti…Semimartingales gaussiennes — application au probleme de l'innovation (1983)Semimartingales gaussiennes —…Representation of Gaussian processes equivalent to Wiener process (1968)Quasimartingales, martingales locales, semimartingales et filtration naturelle (1977)On the existence and unicity of solutions of stochastic integral equations (1976)On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations (1977)Derivative pricing based on local utility maximization (2002)M6—On Minimal Market Models and Minimal Martingale Measures (2010)WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (2015)Stochastic Integration (1981)Un Cours sur les Intégrales Stochastiques (2002)Super-replication and utility maximization in large financial markets (2005)A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets (2016)Long-Term Risk: A Martingale Approach (2017)The fundamental theorem of asset pricing for unbounded stochastic processes (1998)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Time-changed Lévy processes and option pricing (2003)
this work references cited by second hop

References

  • 1979Calcul Stochastique et Problèmes de Martingales1,161 cited
  • 1979Une topologie sur l'espace des semimartingales92 cited
  • 1980Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration56 cited

Cited by

  • 2006Random measures and stochastic integration23 cited
  • 1983Semimartingales gaussiennes — application au probleme de l'innovation22 cited

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