1

Trading strategies generated by Lyapunov functions

Year:
2017
Language:
english
File:
PDF, 1014 KB
english, 2017
3

A new proof for the conditions of Novikov and Kazamaki

Year:
2013
Language:
english
File:
PDF, 254 KB
english, 2013
4

Negative call prices

Year:
2013
Language:
english
File:
PDF, 141 KB
english, 2013
5

Supermartingales as Radon–Nikodym densities and related measure extensions

Year:
2015
Language:
english
File:
PDF, 441 KB
english, 2015
12

Volatility and arbitrage

Year:
2018
Language:
english
File:
PDF, 389 KB
english, 2018
14

Generalised Lyapunov Functions and Functionally Generated Trading Strategies

Year:
2019
Language:
english
File:
PDF, 2.86 MB
english, 2019
19

Monotone imitation

Year:
2009
Language:
english
File:
PDF, 312 KB
english, 2009
20

HEDGING UNDER ARBITRAGE

Year:
2012
Language:
english
File:
PDF, 618 KB
english, 2012
26

On the hedging of options on exploding exchange rates

Year:
2014
Language:
english
File:
PDF, 962 KB
english, 2014
28

Convergence in models with bounded expected relative hazard rates

Year:
2014
Language:
english
File:
PDF, 346 KB
english, 2014
33

Distribution of the time to explosion for one-dimensional diffusions

Year:
2016
Language:
english
File:
PDF, 476 KB
english, 2016
34

The uniform integrability of martingales. On a question by Alexander Cherny

Year:
2015
Language:
english
File:
PDF, 188 KB
english, 2015
37

A weak convergence criterion for constructing changes of measure

Year:
2016
Language:
english
File:
PDF, 671 KB
english, 2016
38

Repatriation taxes and outbound M&As

Year:
2016
Language:
english
File:
PDF, 488 KB
english, 2016
44

The martingale property in the context of stochastic differential equations

Year:
2015
Language:
english
File:
PDF, 253 KB
english, 2015
45

Conditioned martingales

Year:
2012
Language:
english
File:
PDF, 247 KB
english, 2012