Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Loi de semimartingales et critères de compacité

1 references·5 citing·22 second hop

FromToDepth

this work references cited by second hop

References

1977Quasimartingales, martingales locales, semimartingales et filtration naturelle106 cited

Cited by

2015Reflected BSDEs on filtered probability spaces38 cited
1998Stability in D of martingales and backward equations under discretization of filtration32 cited
2003Penalization methods for reflecting stochastic differential equations with jumps28 cited
1999Incomplete markets: convergence of options values under the minimal martingale measure24 cited
2000Convergence of discrete time option pricing models under stochastic interest rates20 cited

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