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Material Type: Article
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Martingale Transforms between Martingale Hardy-amalgam SpacesAbstract 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: 10.1155/2021/8810220Full text available |
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Material Type: Book
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PDE and Martingale Methods in Option PricingSpringer 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: 1195461126Full text available |
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Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite settingAnnals 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-zFull text available |
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Material Type: Book
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Peacocks and Associated Martingales, with Explicit ConstructionsSpringer Milan 2011 ;ISSN: 2039-1471 ;ISBN: 9788847019072 ;ISBN: 8847019079 ;EISBN: 8847019087 ;EISBN: 9788847019089 ;DOI: 10.1007/978-88-470-1908-9 ;OCLC: 753480204Full text available |
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Material Type: Book
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Introduction to stochastic integrationISBN: 9780387287201 ;ISBN: 0387287205 ;EISBN: 9780387310572 ;EISBN: 0387310576Full text available |
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Material Type: Article
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Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest ratecc-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/jrfm15030143Full text available |
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Material Type: Article
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Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential OperatorAxioms, 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/axioms11100536Full text available |
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Material Type: 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/S0219024918500164Digital Resources/Online E-Resources |
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Material Type: Article
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Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demandsAnnals 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/s10479-012-1130-5Full text available |
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Material Type: Article
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On Henstock Method to Stratonovich Integral with respect to Continuous SemimartingaleInternational 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: 10.1155/2014/534864Full text available |
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Material Type: Book
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Classical potential theory and its probabilistic counterpartISBN: 9780387908816 ;ISBN: 0387908811 ;EISBN: 1461252083 ;EISBN: 9781461252085Full text available |
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Material Type: Book
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Probability Theory: Independence Interchangeability MartingalesISBN: 9781468400625 ;ISBN: 1468400622 ;ISBN: 9780387903316 ;ISBN: 0387903313 ;EISBN: 9781468400625 ;EISBN: 1468400622Full text available |
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Material Type: Book
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Classical potential theory and its probabilistic counterpartISBN: 3540412069 ;ISBN: 9783540412069 ;EISBN: 9783642565731 ;EISBN: 3642565735Full text available |
14 |
Material Type: Book
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Probability Theory: Independence, Interchangeability, MartingalesISBN: 1461219507 ;ISBN: 9781461219507 ;ISBN: 0387982280 ;ISBN: 9780387982281 ;EISBN: 1461219507 ;EISBN: 9781461219507Full text available |
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Material Type: Article
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A Stochastic Flows Approach for Asset Allocation with Hidden Economic EnvironmentInternational 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: 10.1155/2015/462524Full text available |
16 |
Material Type: Article
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Piecewise constant martingales and lazy clocksProbability, 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/s41546-019-0036-4Full text available |
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Material Type: Book
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Financial Markets and Martingales: Observations on Science and SpeculationISBN: 1852335823 ;ISBN: 9781852335823 ;EISBN: 0857293826 ;EISBN: 9780857293824 ;OCLC: 853270390Full text available |
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Material Type: Book
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Introduction to Stochastic IntegrationISBN: 1461244803 ;ISBN: 9781461244806 ;ISBN: 9780817633868 ;ISBN: 0817633863 ;EISBN: 1461244803 ;EISBN: 9781461244806Full text available |
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Material Type: Article
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Integration by Parts and Martingale Representation for a Markov ChainAbstract 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: 10.1155/2014/438258Full text available |
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Material Type: Book
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Isomorphisms between H1 SpacesISBN: 9783764324315 ;ISBN: 3764324317 ;EISBN: 9783764373450 ;EISBN: 3764373458Full text available |