EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"left-continuous with right-limit stochastic processes"
Narrow search

Narrow search

Year of publication
Subject
All
Actuarial mathematics 1 Decision under risk 1 Entscheidung unter Risiko 1 Martingal 1 Martingale 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Stochastic process 1 Stochastischer Prozess 1 Versicherungsmathematik 1 Wahrscheinlichkeitsrechnung 1 left-continuous with right-limit stochastic processes 1 optional semimartingale 1 ruin probability 1
more ... less ...
Online availability
All
CC license 1 Free 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Melnikov, Alexander 1 Pak, Andrey 1 Shahrokhabadi, Mahdieh Aminian 1
Published in...
All
Risks : open access journal 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
An optional semimartingales approach to risk theory
Shahrokhabadi, Mahdieh Aminian; Melnikov, Alexander; … - In: Risks : open access journal 13 (2025) 4, pp. 1-27
. Optional semimartingales are left-continuous with right-limit stochastic processes defined on a probability space where the …
Persistent link: https://www.econbiz.de/10015408385
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...