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Intégrales stochastiques par rapport aux martingales locales
1 references·4 citing·16 second hop
Intégrales stochastiques par rapport aux martingales locales (1970)Intégrales stochastiques par rapport aux …On Square Integrable Martingales (1967)On Square Integrable Martinga…Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility (2017)Home is Where You Know Your V…Right-continuous solutions of systems of stochastic integral equations (1977)Right-continuous solutions of…Sur certains espaces de martingales localement de carre integrable (1976)Sur certains espaces de marti…Bang-bang controls of point processes (1976)Bang-bang controls of point p…A decomposition theorem for supermartingales (1962)ON CONTINUOUS MARTINGALES (1965)On the uniqueness of solutions of stochastic differential equations (1971)Martingales and arbitrage in multiperiod securities markets (1979)Martingales and stochastic integrals in the theory of continuous trading (1981)On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations (1977)Un Cours sur les Intégrales Stochastiques (2002)Martingales and Stochastic Integrals I (1972)Intégrales Stochastiques par Rapport aux Martingales Locales (2002)Intégrales stochastiques I (2006)A Minimum Principle for Controlled Jump Processes (1975)Optimal Control of Jump Processes (1977)Noise Trader Risk in Financial Markets (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Exploiting investor sentiment for portfolio optimization (2018)
this work references cited by second hop

References

  • 1967On Square Integrable Martingales617 cited

Cited by

  • 1977Right-continuous solutions of systems of stochastic integral equations24 cited
  • 1976Sur certains espaces de martingales localement de carre integrable21 cited
  • 1976Bang-bang controls of point processes19 cited
  • 2017Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility18 cited

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