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Martingale theory
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#	Item
1	Drift Analysis A Tool for Analysing Randomised Search Heuristics1 Per Kristian Lehre ASAP Research Group School of Computer Science Add to Reading List Source URL: staffwww.dcs.shef.ac.uk Language: English - Date: 2014-04-25 12:10:39 Probability theory Mathematical analysis Probability Mathematics Probability axioms Event Sigma-algebra Stochastic process Martingale Markov chain Probability space
2	Options on Energy Portfolios in an HJM Framework Thomas Lyse Hansen1 and Bjarne Astrup Jensen2 This version: January 13, 2007 Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:18 Economy Finance Money Mathematical finance Stochastic processes Financial economics Futures markets Martingale theory Forward price Futures contract Forward contract Wiener process
3	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: 2016-03-09 03:06:24 Stochastic processes Probability theory Mathematical analysis Probability Stopping time Martingale Brownian motion Hitting time Symbol
4	Consumption processes and positively homogeneous projection properties Tom Fischer∗ Heriot-Watt University, Edinburgh November 26, 2007 Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2014-02-26 07:18:29 Martingale theory Stochastic processes Game theory Martingale Paul Lvy
5	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: 2016-05-11 09:41:19 Mathematical analysis Probability theory Stochastic processes Probability Martingale theory Lvy processes Measure theory Game theory Martingale Brownian motion Sigma-algebra It diffusion
6	A NNALES DE L’I. H. P., SECTION B JAY ROSEN Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times Annales de l’I. H. P., section B, tome 35, no), p. Add to Reading List Source URL: www.math.csi.cuny.edu Language: English - Date: 2009-05-03 17:58:08 Probability theory Mathematical analysis Martingale theory Stochastic processes Mathematics Local time DoobMeyer decomposition theorem It calculus Doob decomposition theorem
7	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
8	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
9	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
10	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