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1
Martingale Transforms between Martingale Hardy-amalgam Spaces
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Article
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Martingale Transforms between Martingale Hardy-amalgam Spaces

Abstract and applied analysis, 2021, Vol.2021, p.1-8 [Peer Reviewed Journal]

Copyright © 2021 Justice Sam Bansah. ;COPYRIGHT 2021 Hindawi Limited ;Copyright © 2021 Justice Sam Bansah. This is an open access article distributed under the Creative Commons Attribution License (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. https://creativecommons.org/licenses/by/4.0 ;ISSN: 1085-3375 ;EISSN: 1687-0409 ;DOI: 10.1155/2021/8810220

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2
PDE and Martingale Methods in Option Pricing
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Book
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PDE and Martingale Methods in Option Pricing

Springer Milan 2011 ;ISSN: 2039-1471 ;ISBN: 8847017815 ;ISBN: 9788847017818 ;ISBN: 8847017807 ;ISBN: 9788847017801 ;EISBN: 8847017815 ;EISBN: 9788847017818 ;DOI: 10.1007/978-88-470-1781-8 ;OCLC: 900608401 ;OCLC: 1066194263 ;OCLC: 1195461126

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3
Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
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Article
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Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting

Annals of operations research, 2023-02, Vol.321 (1-2), p.103-137 [Peer Reviewed Journal]

The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2022. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. ;COPYRIGHT 2023 Springer ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-022-05126-z

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4
Peacocks and Associated Martingales, with Explicit Constructions
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Book
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Peacocks and Associated Martingales, with Explicit Constructions

Springer Milan 2011 ;ISSN: 2039-1471 ;ISBN: 9788847019072 ;ISBN: 8847019079 ;EISBN: 8847019087 ;EISBN: 9788847019089 ;DOI: 10.1007/978-88-470-1908-9 ;OCLC: 753480204

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5
Introduction to stochastic integration
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Book
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Introduction to stochastic integration

ISBN: 9780387287201 ;ISBN: 0387287205 ;EISBN: 9780387310572 ;EISBN: 0387310576

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6
Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate
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Article
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Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate

cc-by (c) Guerdouh, Dalila et al., 2022 https://creativecommons.org/licenses/by/4.0/ info:eu-repo/semantics/openAccess ;ISSN: 1911-8074 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm15030143

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7
Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential Operator
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Article
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Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential Operator

Axioms, 2022-10, Vol.11 (10), p.536 [Peer Reviewed Journal]

COPYRIGHT 2022 MDPI AG ;2022 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2075-1680 ;EISSN: 2075-1680 ;DOI: 10.3390/axioms11100536

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8
Kyle-Back's model with a random horizon
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Article
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Kyle-Back's model with a random horizon

(c) World Scientific Publishing, 2018 info:eu-repo/semantics/openAccess ;ISSN: 0219-0249 ;DOI: 10.1142/S0219024918500164

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9
Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands
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Article
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Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands

Annals of operations research, 2013-09, Vol.208 (1), p.593-612 [Peer Reviewed Journal]

Springer Science+Business Media, LLC 2012 ;COPYRIGHT 2013 Springer ;Springer Science+Business Media New York 2013 ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-012-1130-5

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10
On Henstock Method to Stratonovich Integral with respect to Continuous Semimartingale
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Article
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On Henstock Method to Stratonovich Integral with respect to Continuous Semimartingale

International Journal of Stochastic Analysis, 2014, Vol.2014 (2014), p.1-7 [Peer Reviewed Journal]

Copyright © 2014 Haifeng Yang and Tin Lam Toh. ;COPYRIGHT 2014 Hindawi Limited ;Copyright © 2014 Haifeng Yang and Tin Lam Toh. Haifeng Yang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. ;ISSN: 2090-3332 ;EISSN: 2090-3340 ;DOI: 10.1155/2014/534864

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11
Classical potential theory and its probabilistic counterpart
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Book
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Classical potential theory and its probabilistic counterpart

ISBN: 9780387908816 ;ISBN: 0387908811 ;EISBN: 1461252083 ;EISBN: 9781461252085

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12
Probability Theory: Independence Interchangeability Martingales
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Book
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Probability Theory: Independence Interchangeability Martingales

ISBN: 9781468400625 ;ISBN: 1468400622 ;ISBN: 9780387903316 ;ISBN: 0387903313 ;EISBN: 9781468400625 ;EISBN: 1468400622

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13
Classical potential theory and its probabilistic counterpart
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Classical potential theory and its probabilistic counterpart

ISBN: 3540412069 ;ISBN: 9783540412069 ;EISBN: 9783642565731 ;EISBN: 3642565735

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14
Probability Theory: Independence, Interchangeability, Martingales
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Book
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Probability Theory: Independence, Interchangeability, Martingales

ISBN: 1461219507 ;ISBN: 9781461219507 ;ISBN: 0387982280 ;ISBN: 9780387982281 ;EISBN: 1461219507 ;EISBN: 9781461219507

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15
A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment
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Article
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A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment

International Journal of Stochastic Analysis, 2015, Vol.2015, p.1-11 [Peer Reviewed Journal]

Copyright © 2015 Tak Kuen Siu. ;COPYRIGHT 2015 Hindawi Limited ;Copyright © 2015 Tak Kuen Siu. Tak Kuen Siu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. ;ISSN: 2090-3332 ;EISSN: 2090-3340 ;DOI: 10.1155/2015/462524

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16
Piecewise constant martingales and lazy clocks
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Article
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Piecewise constant martingales and lazy clocks

Probability, uncertainty and quantitative risk, 2019-02, Vol.4 (1), Article 2 [Peer Reviewed Journal]

The Author(s) 2019 ;Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 2367-0126 ;ISSN: 2095-9672 ;EISSN: 2367-0126 ;DOI: 10.1186/s41546-019-0036-4

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17
Financial Markets and Martingales: Observations on Science and Speculation
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Book
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Financial Markets and Martingales: Observations on Science and Speculation

ISBN: 1852335823 ;ISBN: 9781852335823 ;EISBN: 0857293826 ;EISBN: 9780857293824 ;OCLC: 853270390

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18
Introduction to Stochastic Integration
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Book
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Introduction to Stochastic Integration

ISBN: 1461244803 ;ISBN: 9781461244806 ;ISBN: 9780817633868 ;ISBN: 0817633863 ;EISBN: 1461244803 ;EISBN: 9781461244806

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19
Integration by Parts and Martingale Representation for a Markov Chain
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Article
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Integration by Parts and Martingale Representation for a Markov Chain

Abstract and Applied Analysis, 2014-01, Vol.2014, p.1-11 [Peer Reviewed Journal]

Copyright © 2014 Tak Kuen Siu. ;COPYRIGHT 2014 Hindawi Limited ;Copyright © 2014 Tak Kuen Siu. Tak Kuen Siu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. ;Copyright 2013 Hindawi Publishing Corporation ;ISSN: 1085-3375 ;EISSN: 1687-0409 ;DOI: 10.1155/2014/438258

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20
Isomorphisms between H1 Spaces
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Book
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Isomorphisms between H1 Spaces

ISBN: 9783764324315 ;ISBN: 3764324317 ;EISBN: 9783764373450 ;EISBN: 3764373458

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