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The concept of the conditional expectation in the MartingalesEl concepto de la esperanza condicional en las Martingalas
(Pereira : Universidad Tecnológica de PereiraFacultad de Ciencias Básicas, 2011)
Exact barrier option valuation with deterministic volatility
(Sociedade Brasileira de Matematica Aplicada e Computacional - SBMACSão Carlos, 2015)
Focus, in the past four decades, has been obtaining closed-form expressions for the noarbitrage
prices and hedges of modified versions of the European options, allowing the dynamic of the
underlying assets to have ...
Spatially independent martingales, intersections and applications
(American Mathematical Society, 2018-01)
We define a class of random measures, spatially independent martingales, which we view as a natural generalization of the canonical random discrete set, and which includes as special cases many variants of fractal percolation ...
Adaptive Martingale Approximations
(Birkhauser Boston IncCambridgeEUA, 2008)
On the standard part of some kinds of two parameter internal martingales
(Boletín de Matemáticas, 1998)
Se definen algunas filtraciones y martingalas no-estándar y se establecen algunas relaciones entre ellas y sus partes estándar con parámetros. Se presentan también algunos resultados acerca de las partes estándar de algunas ...
Normality in non-integer bases and polynomial time randomness
(Academic Press Inc Elsevier Science, 2015-04)
It is known that if x ∈ [0, 1] is polynomial time random (i.e. no polynomial time computable martingale succeeds on the binary fractional expansion of x) then x is normal in any integer base greater than one. We show that ...
Martingales and some applications
(CIMAT, 2004)
MEASURABILITY OF OPTIMAL TRANSPORTATION AND STRONG COUPLING OF MARTINGALE MEASURES
(2010)
We consider the optimal mass transportation problem in Rd with measurably parameterized marginals
under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability
result for this ...