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Locally phi-integrable sigma-martingale densities for general semimartingales
Choulli, Tahir; Schweizer, Martin - 2015 - This version: 22.5.2015
A P-sigma-martingale density for a given stochastic process S is a local P-martingale Z0 starting at 1 such that the product ZS is a P-sigma-martingale. Existence of a P-sigma-martingale density is equivalent to a classic absence-of-arbitrage property of S, and it is invariant if we replace the...
Persistent link: https://www.econbiz.de/10011296922
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A review of new developments in finance with deep learning : deep hedging and deep calibration
Shinozaki, Yuji - 2024
Persistent link: https://www.econbiz.de/10015053520
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Quelques applications de l'interpolation hyperbolique aux mathématiques financières
Maeder, Philippe - 1988
Persistent link: https://www.econbiz.de/10000748586
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Analogies actuarielles
Chuard, Philippe - 1987
Persistent link: https://www.econbiz.de/10000737137
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Mathematical models of organizations
Drenick, Rudolf F.; Obel, Børge - 1989
Persistent link: https://www.econbiz.de/10000759491
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Mathematical economics and Soviet planning
Belykh, Andrei - 1989
Persistent link: https://www.econbiz.de/10000762992
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L' emprunt à taux d'intérêt nominal nul
Chuard, Philippe - 1986
Persistent link: https://www.econbiz.de/10000710905
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Le calcul du cours mathématique et du taux de rendement des emprunts amortissables
Maeder, Philippe - 1986
Persistent link: https://www.econbiz.de/10000714237
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Mathematical expectation and variance of the final value of certain annuities valued with stochastic financial laws
Alegre Escolano, Antonio; Mayoral, Rosa - 1996
Persistent link: https://www.econbiz.de/10000952739
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Moments of discounted dividends for a threshold strategy in the compound poisson risk model
Cheung, Eric C. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003632907