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Martingale
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11	Processes of Class Sigma, Last Passage Times and Drawdowns Patrick Cheridito∗ Princeton University Princeton, NJ, USA Ashkan Nikeghbali Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2012-04-27 16:45:47 Stochastic processes Probability theory Mathematical analysis Martingale theory Probability Martingale Sigma-algebra Stopping time Local martingale Semimartingale Quadratic variation It calculus
12	Hedging and Portfolio Optimization in Financial Markets with a Large Trader By Peter Bank† and Dietmar Baum‡ Abstract Add to Reading List Source URL: page.math.tu-berlin.de Language: English Mathematical finance Economy Finance Money Stochastic processes Financial markets Options Martingale theory Semimartingale Arbitrage Forward contract BlackScholes model
13	Lines Missing Every Random Point∗ Jack H. Lutz† Neil Lutz‡ Abstract Add to Reading List Source URL: paul.rutgers.edu Language: English - Date: 2014-07-23 19:14:22 Mathematical analysis Computability theory Mathematics Theory of computation Theoretical computer science Martingale theory Stochastic processes Kakeya set Real analysis Computable function Martingale Computable number
14	Train‐A‐Pit Obedience How to be a Responsi‐Bull Pit bull Owner Outfitting your Dog With all the choices for collars, leashes, harnesses, seat belts, jackets, and more how are you sup Add to Reading List Source URL: www.bullseyerescue.org Language: English - Date: 2008-09-14 02:33:03 Anthrozoology Equipment Subspecies of Canis lupus Animal identification Leash Livestock Martingale Collar Muzzle Pit bull Dog collar Obedience training
15	Bond markets beyond short rate paradigm When roll-overs do not qualify as num´eraire: bond markets beyond short rate paradigms Irene Klein, Thorsten Schmidt, Josef Teichmann ETH Z¨ Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2013-11-25 09:44:49 Martingale theory Stochastic processes Mathematical finance Finance Money Economy No free lunch with vanishing risk Risk-neutral measure Local martingale Yield curve Futures contract Semimartingale
16	Portfolio Optimization under Nonlinear Utility Gregor Heyne1,1 , Michael Kuppera,2 , Ludovic Tangpia,3,∗ March 28, 2016 A BSTRACT This paper studies the utility maximization problem of an agent with non-trivial endowme Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2016-04-06 09:09:10 Local martingale Martingale theory Connection Differential geometry Symbol Affine connection
17	arXiv:1112.1603v4 [math.PR] 19 JunStopping times are hitting times: a natural representation Tom Fischer∗ University of Wuerzburg Add to Reading List Source URL: arxiv.org Language: English - Date: 2012-06-20 23:04:38 Stochastic processes Stopping time Hitting time Adapted process Tau Local martingale It diffusion
18	Universit¨at Wien SS 2016 Fakult¨at f¨ ur Mathematik Christa Cuchiero Ludovic Tangpi Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2016-05-09 02:56:08 Stochastic processes Martingale theory Martingale Local martingale Brownian motion It diffusion It calculus
19	ECONOMETRIC ESTIMATION OF FORESIGHT: TAX POLICY AND INVESTMENT IN THE UNITED STATES Douglas G. Steigerwald and Charles Stuart* Abstract —We develop a method for measuring the foresight agents have. We first dichotomize Add to Reading List Source URL: econ.ucsb.edu Language: English - Date: 2011-06-16 18:28:57 Regression analysis Time series analysis Expected value Autoregressive conditional heteroskedasticity Instrumental variable Normal distribution Martingale Stochastic programming Separation of variables
20	arXiv:0711.4225v1 [q-fin.GN] 27 NovConsumption processes and positively homogeneous projection properties Tom Fischer∗ Heriot-Watt University, Edinburgh Add to Reading List Source URL: arxiv.org Language: English - Date: 2013-12-22 22:47:46 Martingale theory Stochastic processes Game theory Martingale Paul Lvy