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Martingale theory
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#	Item
51	Summary of Stochastic Processes Kui Tang May 2013 Based on Lawler’s Introduction to Stochastic Processes, second edition, and course slides from Prof. Hongzhong Zhang. Add to Reading List Source URL: kui-tang.com Language: English Markov models Martingale theory Stochastic calculus Markov chain Markov property Itō calculus Martingale Continuous-time Markov process Wiener process Statistics Stochastic processes Markov processes
52	c Copyright by MAGDALENA ELENA MUSAT, 2002 ° ON THE OPERATOR SPACE UMD PROPERTY AND NON-COMMUTATIVE MARTINGALE INEQUALITIES Add to Reading List Source URL: www.math.ku.dk Language: English - Date: 2003-09-25 19:32:40 Functional analysis Von Neumann algebra Operator algebra John von Neumann Hardy space Martingale Algebraic structure Hilbert space Noncommutative geometry Operator theory Mathematical analysis Mathematics
53	Statistical Inference and Learning- Ex-4 Jonathan Rosenblatt and Boaz Nadler due Feb. 15, 2015 Q1 A continuous time Martingale is a stochastic process defined as follows. Let X(t) be a sequence of random variables with a Add to Reading List Source URL: www.wisdom.weizmann.ac.il Language: English - Date: 2015-01-29 08:44:15 Covariance and correlation Data analysis Singular value decomposition Matrices Probability theory Covariance Principal component analysis Martingale Eigenvalues and eigenvectors Statistics Algebra Mathematics
54	2010 IEEE International Conference on Robotics and Automation Anchorage Convention District May 3-8, 2010, Anchorage, Alaska, USA Estimation of Model Parameters for Steerable Needles Wooram Park, Kyle B. Reed, Allison M. Add to Reading List Source URL: reedlab.eng.usf.edu Language: English - Date: 2010-08-20 18:01:37 Wiener process Autoregressive model Propagation of uncertainty Covariance and contravariance Variance Gaussian function Statistics Data analysis Martingale theory
55	CMSC[removed]Spring[removed]Learning Theory Lecture: 13 Online to Batch Conversions Instructors: Sham Kakade and Ambuj Tewari Add to Reading List Source URL: ttic.uchicago.edu Language: English - Date: 2008-06-10 18:27:39 Martingale Filtration Statistics Stochastic processes Martingale theory
56	A SIMPLE OPTION FORMULA FOR GENERAL JUMP-DIFFUSION AND OTHER EXPONENTIAL LÉVY PROCESSES ALAN L. LEWIS* Envision Financial Systems and OptionCity.net Add to Reading List Source URL: www.optioncity.net Language: English - Date: 2002-01-19 18:41:38 Probability theory Lévy process Characteristic function Normal distribution Methods of contour integration Fourier transform Gamma process Martingale Brownian motion Statistics Stochastic processes Mathematical analysis
57	Math Finan Econ[removed]:333–354 DOI[removed]s11579[removed]Shock elasticities and impulse responses Jaroslav Boroviˇcka · Lars Peter Hansen · José A. Scheinkman Add to Reading List Source URL: www.larspeterhansen.org Language: English - Date: 2014-12-09 16:17:32 Digital signal processing Dirac delta function Measure theory Normal distribution Log-normal distribution Elasticity of a function Martingale Itō diffusion Symbol Mathematical analysis Statistics Fourier analysis
58	Subject Information Guide Stochastic methods in finance STAT920 Semester 1, 2014 Administration and contact details Host Department Host Institution Add to Reading List Source URL: research.amsi.org.au Language: English - Date: 2014-08-18 08:36:10 Mathematical finance Economic model Martingale Wiener process Time series Volatility Statistics Martingale theory Stochastic processes
59	Minimax Option Pricing Meets Black-Scholes in the Limit ∗ Jacob Abernethy Rafael M. Frongillo Add to Reading List Source URL: web.eecs.umich.edu Language: English - Date: 2013-10-28 18:03:14 Martingale theory Mathematical finance Equations Options Black–Scholes Wiener process Martingale Lookback option Brownian motion Statistics Stochastic processes Probability theory
60	Statistics 955 Stochastic Calculus and Financial Applications Professor J. Michael Steele Prerequisites: This course is designed for students who want to develop professional skill in stochastic calculus and its applicat Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2011-09-10 17:01:52 Martingale theory Mathematical finance Integral calculus Girsanov theorem Stochastic calculus Black–Scholes Martingale representation theorem Martingale J. Michael Steele Statistics Stochastic processes Probability theory