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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Martingal"
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Martingal
Theorie
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initial and progressive enlargements of filtrations
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Herdegen, Martin
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Jeanblanc, Monique
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Leniec, Marta
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Schweizer, Martin
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International journal of theoretical and applied finance
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
9
Finance and stochastics
7
Discussion paper / B
5
FINRISK Working Paper Series
3
CORE discussion papers : DP
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
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Working Paper No. 676
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Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
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2
Strong bubbles and strict local martingales
Herdegen, Martin
;
Schweizer, Martin
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
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