5 research outputs found
Portfolio Insurance Strategies by a Large Player
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Stochastic Calculus on Filtered Probability Spaces
- Author
- A Lomnicki
- A.N. Kolmogorov
- AD Venttsel’
- AN Kolmogorov
- AN Kolmogorov
- BI Grigelionis
- BI Grigelionis
- BI Grigelionis
- BI Grigelionis
- BI Grigelionis
- BI Grigelionis
- BI Grigelionis
- C Dellacherie
- C Dellacherie
- C Dellacherie
- C Dellacherie
- C Dellacherie
- C Dellacherie
- C Dellacherie
- C Doleans-Dade
- C Stricker
- C Yoeurp
- D Hilbert
- DL Fisk
- F Liese
- F Liese
- F Liese
- G Bohlmann
- H Kunita
- II Gikhman
- IV Girsanov
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- JH Schuppen
- JL Doob
- K ItĂ´
- K ItĂ´
- K ItĂ´
- KM Rao
- M MĂ©tivier
- PA Meyer
- PA Meyer
- PA Meyer
- PA Meyer
- PA Meyer
- Ph Courrège
- R Mises
- RJ Elliott
- RS Liptser
- RS Liptser
- RS Liptser
- S Kakutani
- S Orey
- SN Bernshtein
- YM Kabanov
- YM Kabanov
- YM Kabanov
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- 01/01/1998
- Field of study
Informational E fficiency Under Short Sale Constraints
- Author
- A Beber
- A Bris
- A Lo
- A Shleifer
- C Yoeurp
- D Cuoco
- D Cuoco
- D Hirshleifer
- D Kramkov
- D Kreps
- E Boehmer
- E Fama
- F Delbaen
- F Delbaen
- G Constantinides
- H F�llmer
- I Karatzas
- I Karatzas
- I Karatzas
- J Harrison
- J Hugonnier
- M
- M Larsson
- Martin Larsson
- N Barberis
- N Kazamaki
- N Perkowski
- O Mostovyi
- R C Merton
- R Jarrow
- R Jarrow
- R Jarrow
- Robert A. Jarrow
- S A Ross
- S Basak
- S K�llblad
- S Pulido
- T Negishi
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Girsanov’s Theorem and First Applications
- Author
- A Friedman
- A Skorokhod
- A Truman
- B Gaveau
- C Dellacherie
- C Mueller
- C Yoeurp
- D LĂ©pingle
- DL Ocone
- DW Stroock
- DW Stroock
- E Lenglart
- E Lenglart
- G Maruyama
- G Maruyama
- G Mokobodzki
- H Ezawa
- H Föllmer
- H Kunita
- H Kunita
- IM Koval’chik
- IV Girsanov
- J Azéma
- J Choyer
- J Jacod
- J Kent
- J.M. Bismut
- JA Yan
- JC Gruet
- JD Deuschel
- JH Schuppen
- JM Bismut
- JM Clark
- JW Pitman
- JW Pitman
- JW Pitman
- JW Pitman
- JW Pitman
- JW Wendel
- KD Elworthy
- KD Elworthy
- L Schwartz
- LC Rogers
- M Fukushima
- M Nagasawa
- M Schilder
- M Yor
- M Yor
- M Yor
- M Yor
- N Kazamaki
- NM Ndumu
- P Priouret
- R Azencott
- RH Cameron
- RH Cameron
- RH Cameron
- RK Getoor
- RS Liptser
- S Watanabe
- T Jeulin
- TM Mortimer
- UG Haussmann
- V Strassen
- Y Oshima
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- 01/01/1999
- Field of study
Martingale methods in stochastic control
- Author
- A. Bensoussan
- A.A. Novikov
- B.S. Tsyrelson
- C. Dellacherie
- C. Doléans-Dade
- C. Yoeurp
- D. Lepingle
- D.W. Stroock
- E. Lenglart
- H. Kunita
- H.J. Kushner
- H.J. Kushner
- H.J. Kushner
- I.V. Girsanov
- J. Jacod
- J. Jacod
- J.F. Mertens
- J.H. Schuppen van
- J.M. Bismut
- J.M. Bismut
- J.M. Bismut
- J.M.C. Clark
- J.P. Lepeltier
- K. Uchida
- M. Fujisaki
- M. Nisio
- M.H.A. Davis
- M.H.A. Davis
- M.H.A. Davis
- M.H.A. Davis
- M.H.A. Davis
- M.H.A. Davis
- M.H.A. Davis
- N.V. Krylov
- P. Brémaud
- P. Brémaud
- P. Varaiya
- P.A. Meyer
- P.A. Meyer
- P.P. Varaiya
- R. Boel
- R. Boel
- R. Boel
- R. Rishel
- R.E. Mortensen
- R.J. Elliott
- R.J. Elliott
- R.J. Elliott
- R.J. Elliott
- R.J. Elliott
- R.J. Elliott
- R.S. Liptser
- T.E. Duncan
- T.E. Duncan
- T.E. Duncan
- U.G. Haussmann
- U.G. Haussmann
- V.E. Beneš
- V.E. Beneš
- V.E. Beneš
- W.H. Fleming
- W.H. Fleming
- W.M. Wonham
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- 01/01/1979
- Field of study