About stochastic calculus in presence of jumps at predictable stopping times
Year of publication: |
August 2016
|
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Authors: | Galtchouk, Leonid |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 3, p. 443-456
|
Subject: | Random Measures | Semimartingales | Stochastic Integrals | Predictable Stopping Times | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Martingal | Martingale | Optionspreistheorie | Option pricing theory |
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