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Search: subject:"decomposition theorem"
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Arbitrage theory in a market of stochastic dimension
Bayraktar, Erhan
;
Kim, Donghan
;
Tilva, Abhishek
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 847-895
Persistent link: https://www.econbiz.de/10014565276
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2
The study of dynamics for credit default risk by backward stochastic differential equation method
Tian, Kun
;
Xiong, Dewen
;
Yan, Wenchao
;
Yuan, George Xianzhi
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012028824
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3
Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change
Osterrieder, Jörg
;
Rheinländer, Thorsten
- In:
Annals of Finance
2
(
2006
)
3
,
pp. 287-301
Persistent link: https://www.econbiz.de/10005542196
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