结果：找到“semimartingale”相关内容14个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Semimartingale theory and stochastic calculus - He S.-W., Wang J.-G., Yan J.-A.
1 个回复 - 2821 次查看 2014-11-10 03:18 - yuangord - 金融工程（数量金融）与金融衍生品
1 个回复 - 2821 次查看 2014-11-10 03:18 - yuangord - 金融工程（数量金融）与金融衍生品
A note on recursive smoothers for semimartingales
3 个回复 - 763 次查看 【作者(必填)】 A. Thavaneswaran[/backcolor], M. Samanta[/backcolor]& N. Qrdoukhani[/backcolor] 【文题(必填)】 A note on recursive smoothers for semimartingales【年份(必填)】 1991 【全文链接或数 ...2017-3-11 12:05 - randompattern - 求助成功区
3 个回复 - 763 次查看 【作者(必填)】 A. Thavaneswaran[/backcolor], M. Samanta[/backcolor]& N. Qrdoukhani[/backcolor] 【文题(必填)】 A note on recursive smoothers for semimartingales【年份(必填)】 1991 【全文链接或数 ...2017-3-11 12:05 - randompattern - 求助成功区
On stochastic equations with respect to semimartingales
4 个回复 - 2101 次查看 【作者(必填)】 【文题(必填)】On stochastic equations with respect to semimartingales 【年份(必填)】Stochastics Volume 4, Issue 1, 1980 【全文链接或数据库名称(选填)】http://www.tandfonline.co ...2014-4-24 19:31 - ssylzz - 求助成功区
4 个回复 - 2101 次查看 【作者(必填)】 【文题(必填)】On stochastic equations with respect to semimartingales 【年份(必填)】Stochastics Volume 4, Issue 1, 1980 【全文链接或数据库名称(选填)】http://www.tandfonline.co ...2014-4-24 19:31 - ssylzz - 求助成功区
Uniqueness of solutions to SDEs driven by semimartingale with non-Lipschitz coef
1 个回复 - 820 次查看 【作者(必填)】W.Y. Fei. 【文题(必填)】Uniqueness of solutions to SDEs driven by semimartingale with non-Lipschitz coefficients 【年份(必填)】2010 【全文链接或数据库名称(选填)】数学杂志 (J. of Math ...2015-4-19 23:20 - 风中华翼 - 求助成功区
1 个回复 - 820 次查看 【作者(必填)】W.Y. Fei. 【文题(必填)】Uniqueness of solutions to SDEs driven by semimartingale with non-Lipschitz coefficients 【年份(必填)】2010 【全文链接或数据库名称(选填)】数学杂志 (J. of Math ...2015-4-19 23:20 - 风中华翼 - 求助成功区
Semimartingale Models
1 个回复 - 1181 次查看 【作者(必填)】René Boel and Michael Kohlmann 【文题(必填)】Semimartingale Models of Stochastic Optimal Control, with Applications to Double Martingales 【年份(必填)】SIAM Journal on Control and ...2014-7-4 15:35 - 2008feier - 求助成功区
1 个回复 - 1181 次查看 【作者(必填)】René Boel and Michael Kohlmann 【文题(必填)】Semimartingale Models of Stochastic Optimal Control, with Applications to Double Martingales 【年份(必填)】SIAM Journal on Control and ...2014-7-4 15:35 - 2008feier - 求助成功区
求arXiv上On semimartingale local time inequalities and applications in SDE's
1 个回复 - 634 次查看 【作者(必填)】M. Benabdallah, S. Bouhadou, Y. Ouknine. 【文题(必填)】On semimartingale local time inequalities and applications in SDE's 【年份(必填)】 【全文链接或数据库名称(选填)】2014-6-14 22:05 - ssylzz - 求助成功区
1 个回复 - 634 次查看 【作者(必填)】M. Benabdallah, S. Bouhadou, Y. Ouknine. 【文题(必填)】On semimartingale local time inequalities and applications in SDE's 【年份(必填)】 【全文链接或数据库名称(选填)】2014-6-14 22:05 - ssylzz - 求助成功区
求助：Semimartingale Theory and Stochastic Calculus
6 个回复 - 5181 次查看 He, Sheng-wu; Wang, Jia-gang; Yan, Jia-an (1992), Semimartingale Theory and Stochastic Calculus, Science Press, CRC Press Inc., ISBN 7-03-003066-4,0-8493-7715-32010-3-5 20:41 - hww1001156 - 经济金融数学专区
6 个回复 - 5181 次查看 He, Sheng-wu; Wang, Jia-gang; Yan, Jia-an (1992), Semimartingale Theory and Stochastic Calculus, Science Press, CRC Press Inc., ISBN 7-03-003066-4,0-8493-7715-32010-3-5 20:41 - hww1001156 - 经济金融数学专区
求书 Hedging of options in a general semimartingale model
0 个回复 - 826 次查看 找一篇论文：Hedging of options in a general semimartingale modelauthor: Schweizer, Martin2021-5-24 17:36 - 陈科卡卡 - 量化投资
0 个回复 - 826 次查看 找一篇论文：Hedging of options in a general semimartingale modelauthor: Schweizer, Martin2021-5-24 17:36 - 陈科卡卡 - 量化投资
Semimartingale Theory and Stochastic Calculus by He, Sheng-wu; Wang, Jia-gang; Y
0 个回复 - 999 次查看 He, Sheng-wu; Wang, Jia-gang; Yan, Jia-an (1992), Semimartingale Theory and Stochastic Calculus, Science Press, CRC Press Inc., ISBN 7-03-003066-4,0-8493-7715-3 I have the chinese version 半鞅与随机 ...2013-2-27 21:46 - lehe - 悬赏大厅
0 个回复 - 999 次查看 He, Sheng-wu; Wang, Jia-gang; Yan, Jia-an (1992), Semimartingale Theory and Stochastic Calculus, Science Press, CRC Press Inc., ISBN 7-03-003066-4,0-8493-7715-3 I have the chinese version 半鞅与随机 ...2013-2-27 21:46 - lehe - 悬赏大厅
A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales ...
0 个回复 - 441 次查看 2004-11-30 19:59 - 开题报告范文525 - Forum
0 个回复 - 441 次查看 2004-11-30 19:59 - 开题报告范文525 - Forum
A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales ...
0 个回复 - 160 次查看 2004-11-30 08:51 - 年度财务报告898 - Forum
0 个回复 - 160 次查看 2004-11-30 08:51 - 年度财务报告898 - Forum
Limit theorems for non-degenerate U-statistics of continuous semimartingale...
0 个回复 - 164 次查看 2004-11-19 11:12 - 调研文章417 - Forum
0 个回复 - 164 次查看 2004-11-19 11:12 - 调研文章417 - Forum
On covariation estimation for multivariate continuous It? semimartingales w...
0 个回复 - 280 次查看 2004-11-14 20:41 - 增速472 - Forum
0 个回复 - 280 次查看 2004-11-14 20:41 - 增速472 - Forum
Understanding limit theorems for semimartingales: a short survey
0 个回复 - 166 次查看 2004-10-20 15:56 - 滚雪球效应450 - Forum
0 个回复 - 166 次查看 2004-10-20 15:56 - 滚雪球效应450 - Forum
