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Martingale theory
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41	Superreplication under Model Uncertainty in Discrete Time Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2013-01-15 20:16:08 Probability theory Martingale theory Stochastic processes Functional analysis Linear algebra Martingale Banach space Limit superior and limit inferior Vector space Mathematical analysis Algebra Mathematics
42	Empirical Likelihood Estimation of Continuous-Time Models With Conditional Moment Restrictions Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 18:23:39 Maximum likelihood Normal distribution M-estimator Martingale Characteristic function Poisson distribution Likelihood function Statistics Estimation theory Generalized method of moments
43	Suspense and Surprise Jeffrey Ely Northwestern University Alexander Frankel Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2015-03-13 13:50:28 Gaming Stochastic processes Decision theory Suspense Martingale Utility Economic model Expected utility hypothesis Rationality Statistics Game theory Entertainment
44	Basic Notions of Event History Analysis G. Rohwer U. P¨ otter July 2009 Add to Reading List Source URL: www.stat.ruhr-uni-bochum.de Language: English - Date: 2014-02-26 08:39:04 Probability theory Normal distribution Random variable Variable State space Short-time Fourier transform Martingale Mathematics Statistics Mathematical analysis
45	Suspense and Surprise Jeffrey Ely Northwestern University Alexander Frankel Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2015-03-05 15:44:38 Mind Martingale theory Decision theory Martingale Suspense Utility Expected utility hypothesis Economic model Preference Statistics Game theory Gaming
46	Institute for Economic Studies, Keio University Keio-IES Discussion Paper Series Local risk-minimization for Barndorff-Nielsen and Shephard models Takuji Arai Ryoichi Suzuki Add to Reading List Source URL: ies.keio.ac.jp Language: English - Date: 2015-04-17 06:41:32 Martingale theory Stochastic processes Stochastic calculus Mathematical finance Integral calculus Malliavin calculus Martingale Doléans-Dade exponential Lévy process Statistics Probability theory Mathematical analysis
47	Week 5: Expected value and Betting systems Random variable A random variable represents a ”measurement” in a random experiment. We usually denote random variable with capital letter X, Y, · · · . If S is the sampl Add to Reading List Source URL: people.math.umass.edu Language: English - Date: 2013-03-03 21:44:11 Wagering Stochastic processes Roulette Craps Probability theory Martingale Expected value Keno Odds Gambling Entertainment Gaming
48	Finance without Probabilistic Prior Assumptions Frank Riedel∗ Institute of Mathematical Economics Bielefeld University July 6, 2011 Add to Reading List Source URL: www.parisschoolofeconomics.eu Language: English - Date: 2012-12-19 16:23:44 Stochastic processes Mathematical sciences Probability theory Martingale theory Fundamental theorem of asset pricing Financial markets Risk-neutral measure Martingale Probability space Mathematical finance Statistics Financial economics
49	Counting Processes for Retail Default Modeling Nicholas M. Kiefer and C. Erik Larson CREATES Research PaperDepartment of Economics and Business Aarhus University Add to Reading List Source URL: pure.au.dk Language: English - Date: 2015-04-28 09:41:00 Statistical models Estimation theory Counting process Survival analysis Maximum likelihood Martingale Poisson process Parametric model Statistics Stochastic processes Statistical theory
50	A Martingale Decomposition of Discrete Markov Chains Peter Reinhard Hansen CREATES Research PaperDepartment of Economics and Business Aarhus University Add to Reading List Source URL: pure.au.dk Language: English - Date: 2015-04-28 07:38:00 Stochastic processes Markov processes Markov models Markov chain Martingale Quadratic variation Central limit theorem Statistics Probability theory Martingale theory