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Martingale theory
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#	Item
21	Suspense and Surprise: Online Appendix Jeff Ely A Alex Frankel Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-03-05 11:29:08 Game theory Martingale Martingale theory Support Weight Statistics Mathematical analysis Gaming
22	CS 70 Spring 2005 Discrete Mathematics for CS Clancy/Wagner Add to Reading List Source URL: www.cs.berkeley.edu Language: English - Date: 2015-01-21 19:48:43 Martingale Martingale theory Stochastic processes Betting in poker Gambling Gaming Entertainment
23	Risk Aversion Asymptotics for Power Utility Maximization Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: March 16, 2010. Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:27:12 Stochastic processes Equations Mathematical finance Semimartingale Doléans-Dade exponential Exponential utility Martingale No free lunch with vanishing risk Isoelastic utility Statistics Utility Martingale theory
24	Measurability of Semimartingale Characteristics with Respect to the Probability Law Ariel Neufeld∗ Marcel Nutz† Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2014-07-07 07:45:46 Measure theory Probability theory Martingale theory Semimartingale Adapted process Absolute continuity Conditional expectation Probability space Measurable function Mathematical analysis Statistics Stochastic processes
25	Weak Approximation of ∗ Yan Dolinsky Marcel Nutz Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:28:13 Probability theory Martingale theory Fourier analysis Game theory Martingale Random variable Central limit theorem Wiener process Quadratic variation Statistics Mathematical analysis Stochastic processes
26	Random 𝐺-Expectations Marcel Nutz Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2012-06-28 08:09:29 Probability theory Martingale theory Conditional expectation Martingale Random variable Law Local martingale Independence Wiener process Statistics Stochastic processes Probability and statistics
27	Robust Fundamental Theorem for Continuous Processes Sara Biagini∗ Bruno Bouchard† Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2014-10-18 10:56:26 Stochastic processes Probability theory Ordinal number Martingale Local martingale Semimartingale Risk-neutral measure Fundamental theorem of asset pricing Sobolev space Statistics Martingale theory Mathematical finance
28	The Bellman Equation for Power Utility Maximization with Semimartingales Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: December 9, 2009. This Version: Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:24:16 Mathematical optimization Equations Operations research Semimartingale Bellman equation Martingale Dynamic programming Stochastic calculus Optimal control Statistics Martingale theory Stochastic processes
29	Constructing Sublinear Expectations on Path Space Marcel Nutz ∗ Ramon van Handel Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2013-04-14 17:16:54 Mathematical logic Stochastic processes Descriptive set theory Measure theory Conditional expectation Martingale theory Borel set Random variable Measurable function Probability theory Mathematical analysis Statistics
30	Small-Time Asymptotics of Option Prices and First Absolute Moments ∗ Johannes Muhle-Karbe Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:26:18 Mathematical finance Martingale theory Itō calculus Stochastic calculus Martingale Lévy process Heston model Black–Scholes Brownian motion Statistics Stochastic processes Probability theory