„Semimartingal“
Suchergebnisse
1.000+ Treffer
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On the estimation of the jump activity index in the case of random observation times
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Backward stochastic PDEs related to the utility maximization problem
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Stochastische Analysis – Eine Einführung in die Theorie der stetigen Semimartingale
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Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
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Hedging and Portfolio Optimization in Illiquid Financial Markets
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Convoluted Brownian motion – a semimartingale approach
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Portfolio liquidation under small market impact
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Expected Utility Maximization for Competitive Agents
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Borders of the probabilistic symbol, time-inhomogeneity, and generalized semimartingales
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Stochastic Modeling of Intraday Electricity Markets
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Calibration of non-semimartingale models - an adjoint approach
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Comparison of Option Prices in Semimartingale Models
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Semimartingales – a course on stochast. processes
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Arbitrage theory in models with transaction costs beyond efficient friction
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Examination of the closedness of spaces of stochastic integrals
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Dynamic term structure modeling beyond the paradigm of absolute continuity
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Polynomial semimartingales and a deep learning approach to local stochastic volatility calibration
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Comparison of stochastic processes by Markov projection and functional Itô calculus
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Analysis of linear-quadratic optimization problems for semimartingales and application in optimal trade execution
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Nonlinear semimartingales and Markov processes