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Subject heading
Subject heading

Allgemeinbegriff

Semimartingal

Martingal

Subject heading

Semimartingal

Synonym

Halbmartingal

Broader term

Martingal

Topic

Stochastik, Operations Research

Source

Lex. Stochastik, SWL

Record type

Allgemeinbegriff

GND-Identifier

4180967-1

Record ID

04180967X

Topic of

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Expected Utility Maximization for Competitive Agents

Martingale-Transformations of Point-Processes and their Applications

Borders of the probabilistic symbol, time-inhomogeneity, and generalized semimartingales

Analysis of linear-quadratic optimization problems for semimartingales and application in optimal trade execution

Comparison of stochastic processes by Markov projection and functional Itô calculus

Dynamic term structure modeling beyond the paradigm of absolute continuity

Polynomial semimartingales and a deep learning approach to local stochastic volatility calibration

Time-inhomogeneous polynomial processes in electricity spot price models

A multiple-curve Lévy forward rate model in a two-price economy

The symbol of a Markov semimartingale

The symbol of a Markov semimartingale

The Symbol of a Markov Semimartingale

The mathematics of arbitrage

The mathematics of arbitrage

The mathematics of arbitrage

Information and semimartingales

Information and semimartingales

Analysis of continuous time equilibrium financial market models

Limit theorems for stochastic processes

Limit Theorems for Stochastic Processes

Derivative pricing and logarithmic portfolio optimization in incomplete markets

Shocks and choices - an analysis of incomplete market models

Shocks and choices - an analysis of incomplete market models

Derivative pricing and logarithmic portfolio optimization in incomplete markets

Realisierbarer Portfoliowert in illiquiden Finanzmärkten

Realisierbarer Portfoliowert in illiquiden Finanzmärkten

Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM

On term structure models generated by semimartingales

Semimartingale modelling in finance

Ein Verfahren zur Replikation von Optionen unter Transaktionskosten in stetiger Zeit

Starke Approximationen für Semimartingale und stochastische Prozesse in der Statistik

Limit theorems for stochastic processes

Limit Theorems for Stochastic Processes

Semimartingales : a course on stochast. processes

Semimartingales : A Course on Stochastic Processes

Semi-martingales et grossissement d'une filtration

Semi-martingales sur des variétés, et martingales conformes sur des variétés analytiques complexes
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