Doléans-Dade exponential

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1	Risk Aversion Asymptotics for Power Utility Maximization Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: March 16, 2010. Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:27:12 Stochastic processes Equations Mathematical finance Semimartingale Doléans-Dade exponential Exponential utility Martingale No free lunch with vanishing risk Isoelastic utility Statistics Utility Martingale theory
2	Institute for Economic Studies, Keio University Keio-IES Discussion Paper Series Local risk-minimization for Barndorff-Nielsen and Shephard models Takuji Arai Ryoichi Suzuki Add to Reading List Source URL: ies.keio.ac.jp Language: English - Date: 2015-04-17 06:41:32 Martingale theory Stochastic processes Stochastic calculus Mathematical finance Integral calculus Malliavin calculus Martingale Doléans-Dade exponential Lévy process Statistics Probability theory Mathematical analysis
3	Weak and strong no-arbitrage conditions for continuous financial markets arXiv:1302.7192v2 [q-fin.PR] 14 May[removed]Claudio Fontana Add to Reading List Source URL: arxiv.org Language: English - Date: 2014-05-14 20:27:03 Stochastic processes Mathematical finance Martingale No free lunch with vanishing risk Semimartingale Local martingale Risk-neutral measure Doléans-Dade exponential Continuous function Statistics Martingale theory Probability theory