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On the approximation of random variables by stochastic integrals with respect to semimartingales
Christopeit, Norbert - 1994
Persistent link: https://www.econbiz.de/10000891108
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On the minimal martingale measure and the Föllmer-Schweizer decomposition
Schweizer, Martin - 1994
Persistent link: https://www.econbiz.de/10000895886
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Fads, martingales, and market efficiency
Lehmann, Bruce Neal - 1988
Persistent link: https://www.econbiz.de/10000754887
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P-energy 0 and orthogonality of martingales
Schweizer, Martin - 1989
Persistent link: https://www.econbiz.de/10000757513
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A projection result for semimartingales
Schweizer, Martin - 1994
Persistent link: https://www.econbiz.de/10000881808
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Diffusions, Markov processes, and martingales
Rogers, Leonard C. G.; Williams, David - 1979
Persistent link: https://www.econbiz.de/10000342900
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Balance, growth and diversity of financial markets
Kardaras, Constantinos - In: Annals of finance 4 (2008) 3, pp. 369-397
Persistent link: https://www.econbiz.de/10003714675
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Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne - In: Finance and stochastics 12 (2008) 2, pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
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On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst; Papapantoleon, Antonis; Širjaev, … - In: Finance and stochastics 12 (2008) 2, pp. 265-292
Persistent link: https://www.econbiz.de/10003716266