Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure
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Published By WORLD SCIENTIFIC

9789814324472, 9789814343541

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Martingale Measures in the Stochastic Theory of Arbitrage

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814343541_0010 ◽

2010 ◽

pp. 195-224

Keyword(s):

Stochastic Theory ◽

Martingale Measures

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Conditionally Brownian and Lévy Processes.: Stochastic Volatility Models

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814343541_0012 ◽

2010 ◽

pp. 259-288

Keyword(s):

Stochastic Volatility ◽

Lévy Processes ◽

Levy Processes ◽

Stochastic Volatility Models ◽

Volatility Models

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Change of Time in Semimartingale Models and Models Based on Brownian Motion and Lévy Processes

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814343541_0008 ◽

2010 ◽

pp. 151-162

Keyword(s):

Brownian Motion ◽

Lévy Processes ◽

Levy Processes

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Change of Measure in Models Based on Lévy Processes

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814343541_0007 ◽

2010 ◽

pp. 135-150

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Change Of Measure

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Stochastic Exponential and Stochastic Logarithm.: Cumulant Processes

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814343541_0004 ◽

2010 ◽

pp. 91-104

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Change of Measure.: General Facts

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814343541_0006 ◽

2010 ◽

pp. 121-134

Keyword(s):

Change Of Measure

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Semimartingales: Basic Notions,Structures, Elements of Stochastic Analysis

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814343541_0003 ◽

2010 ◽

pp. 41-90

Keyword(s):

Stochastic Analysis

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Integral Representations and Change of Time in Stochastic Integrals

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814343541_0002 ◽

2010 ◽

pp. 25-40

Keyword(s):

Integral Representations ◽

Stochastic Integrals

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Random Change of Time

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814343541_0001 ◽

2010 ◽

pp. 1-24 ◽

Cited By ~ 1

Keyword(s):

Random Change Of Time ◽

Random Change

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BACK MATTER

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814343541_bmatter ◽

2010 ◽

pp. 289-305

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Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of MeasureLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

Martingale Measures in the Stochastic Theory of Arbitrage

Conditionally Brownian and Lévy Processes.: Stochastic Volatility Models

Change of Time in Semimartingale Models and Models Based on Brownian Motion and Lévy Processes

Change of Measure in Models Based on Lévy Processes

Stochastic Exponential and Stochastic Logarithm.: Cumulant Processes

Change of Measure.: General Facts

Semimartingales: Basic Notions,Structures, Elements of Stochastic Analysis

Integral Representations and Change of Time in Stochastic Integrals

Random Change of Time

BACK MATTER

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure
Latest Publications