Approximation of predictable characteristics of processes with filtrations
Leszek Slominski (1987)
Séminaire de probabilités de Strasbourg
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Leszek Slominski (1987)
Séminaire de probabilités de Strasbourg
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Annie Millet (1983)
Annales de l'I.H.P. Probabilités et statistiques
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Jean Jacod (2002)
Séminaire de probabilités de Strasbourg
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Jean Jacod (1997)
Séminaire de probabilités de Strasbourg
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Dawson, Donald A., Greven, Andreas (2003)
Electronic Journal of Probability [electronic only]
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Josef Štěpán, Petr Dostál (2003)
Kybernetika
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The existence of a weak solution and the uniqueness in law are assumed for the equation, the coefficients and being generally -progressive processes. Any weak solution is called a -stock price and Girsanov Theorem jointly with the DDS Theorem on time changed martingales are applied to establish the probability distribution of in in the special case of a diffusion volatility A martingale option pricing method is presented.
Nathalie Eisenbaum (2001)
Séminaire de probabilités de Strasbourg
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Bass, Richard F. (2004)
Probability Surveys [electronic only]
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