3 results
No arbitrage and multiplicative special semimartingales
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- Journal:
- Advances in Applied Probability / Volume 55 / Issue 3 / September 2023
- Published online by Cambridge University Press:
- 09 June 2023, pp. 1033-1074
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- September 2023
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Conditional Distributions of Processes Related to Fractional Brownian Motion
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 166-183
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- March 2013
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The Continuous-Time Ehrenfest Process in Term Structure Modelling
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- Journal:
- Journal of Applied Probability / Volume 47 / Issue 3 / September 2010
- Published online by Cambridge University Press:
- 14 July 2016, pp. 693-712
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- September 2010
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