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~subject:"Martingale"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
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Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann
-
2019
Persistent link: https://www.econbiz.de/10012149431
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2
Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation
Tanaka, Katsuto
-
2011
Persistent link: https://www.econbiz.de/10009237487
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3
Linear nonstationary models : a review of the work of Professor P. C. B. Phillips
Tanaka, Katsuto
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2011
Persistent link: https://www.econbiz.de/10009237491
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4
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
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5
A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662355
Saved in:
6
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
7
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
8
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
Saved in:
9
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
10
A visual classification of local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857178
Saved in:
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