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Semimartingale
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31	What Type of Process Underlies Options? A Simple Robust Test∗ P ETER C ARR† Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:35 Martingale theory Finance Options Mathematical finance Risk-neutral measure Forward contract Forward price Semimartingale Martingale Statistics Financial economics Stochastic processes
32	Proceedings of the International Congress of Mathematicians Helsinki, 1978 Add to Reading List Source URL: www.mathunion.org Language: English - Date: 2012-04-18 10:39:40 Probability theory Semimartingale Martingale Local martingale Lévy process Integral Stochastic calculus Continuous function Itō calculus Statistics Stochastic processes Martingale theory
33	Mathematical Finance, Vol. 7, No. 1 (January 1997), 95–105 ARBITRAGE WITH FRACTIONAL BROWNIAN MOTION Add to Reading List Source URL: www.long-memory.com Language: English - Date: 2006-08-22 10:40:28 Mathematical finance Semimartingale Fractional Brownian motion Risk-neutral measure Wiener process Quadratic variation Brownian motion Normal distribution No free lunch with vanishing risk Statistics Stochastic processes Martingale theory
34	Lévy Processes—From Probability to Finance and Quantum Groups Add to Reading List Source URL: www.ams.org Language: English - Date: 2004-11-03 13:21:03 Lévy process Wiener process Brownian motion Lévy distribution Normal distribution Feller process Semimartingale Stable distribution Infinitesimal generator Statistics Stochastic processes Probability theory
35	PDF Document Add to Reading List Source URL: www.chiark.greenend.org.uk Language: English - Date: 2010-05-22 12:34:37 Local martingale Semimartingale Quadratic variation Adapted process Continuous stochastic process Infinitesimal generator Stochastic differential equation Girsanov theorem Natural filtration Statistics Stochastic processes Martingale
36	PDF Document Add to Reading List Source URL: statmath.wu-wien.ac.at Language: English - Date: 2006-01-29 11:19:11 Stochastic calculus Itō calculus Wiener process Mathematical finance Stochastic differential equation Semimartingale Girsanov theorem Quadratic variation Albert Shiryaev Statistics Stochastic processes Martingale theory
37	PDF Document Add to Reading List Source URL: sankhya.isical.ac.in Language: English - Date: 2005-08-09 14:13:18 Measure theory Integral calculus Stochastic differential equation Semimartingale Differential equation Support Integration by substitution Σ-finite measure Mathematical analysis Stochastic processes Stochastic calculus
38	PDF Document Add to Reading List Source URL: economicsnetwork.ac.uk Language: English - Date: 2009-08-18 06:39:36 Brownian motion Stochastic volatility Black–Scholes Wiener process Gaussian process Semimartingale Volatility Detrended fluctuation analysis Statistics Stochastic processes Fractional Brownian motion

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