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Collection : University Of Zurich (Uzh)

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Dissertation/ Thesis

Strict Local Martingales, Random Times and Non-Standard Changes of Probability Measure in Financial Mathematics

Authors : Kreher, Dörte

Subjects: Department of Finance; UZH Dissertations; 330 Economics

Source: Kreher, Dörte. Strict Local Martingales, Random Times and Non-Standard Changes of Probability Measure in Financial Mathematics. 2014,

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Dissertation/ Thesis

Strict local martingales, random times, and non-standard changes of probability measure in financial mathematics

Authors : Kreher, Dörte

Subjects: Institute of Mathematics; UZH Dissertations; 510 Mathematics

Source: Kreher, Dörte. Strict local martingales, random times, and non-standard changes of probability measure in financial mathematics. 2014,

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Academic Journal

Law-Invariant Functionals on General Spaces of Random Variables

Authors : Bellini, Fabio; Koch-Medina, Pablo; Munari, Cosimo

Subjects: Department of Finance; 330 Economics; Law invariance

Source: Bellini, Fabio; Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor (2021). Law-Invariant Functionals on General Spaces of Random Variables. SIAM Journal on Financial

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Academic Journal

Processes of class sigma, last passage times, and drawdowns

Authors : Cheridito, Patrick; Nikeghbali, Ashkan; Platen, Eckhard

Subjects: Institute of Mathematics; 510 Mathematics

Source: Cheridito, Patrick; Nikeghbali, Ashkan; Platen, Eckhard (2012). Processes of class sigma, last passage times, and drawdowns. SIAM Journal on Financial

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