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About
References to 'martingale'
1.
analytic solution of Black-Scholes PDE
by
stevecheng
2.
Bichteler-Dellacherie theorem
by
gel
3.
Black-Scholes formula
by
stevecheng
4.
Black-Scholes PDE
by
stevecheng
5.
conditional expectation under change of measure
by
stevecheng
6.
c\`adl\`ag process
by
gel
7.
derivation of Black-Scholes formula in martingale form
by
stevecheng
8.
Doob's inequalities
by
gel
9.
Doob's optional sampling theorem
by
skubeedooo
10.
gale
by
skubeedooo
11.
Kolmogorov's martingale inequality
by
stevecheng
12.
Levy martingale characterization
by
skubeedooo
13.
Levy process
by
juansba
14.
local martingale
by
skubeedooo
15.
local properties of processes
by
gel
16.
martingale convergence theorem
by
gel
17.
Martingale criterion (continuous time)
by
karstenb
18.
Martingale criterion (discrete time)
by
karstenb
19.
martingale proof of Kolmogorov's strong law for square integrable variables
by
gel
20.
martingale proof of the Radon-Nikodym theorem
by
gel
21.
predictable stopping time
by
gel
22.
probabilistic method
by
bbukh
23.
proof of Doob's inequalities
by
gel
24.
proof of Martingale criterion
by
karstenb
25.
proof of Martingale criterion (continuous time)
by
karstenb
26.
quadratic variation
by
gel
27.
quadratic variation of Brownian motion
by
gel
28.
random walk
by
CWoo
29.
semimartingale topology
by
gel
30.
stopped process
by
gel
31.
ucp convergence of processes
by
gel
32.
upcrossings and downcrossings
by
gel