Does household consumption behave as a martingale? A test for rural South India.
- Published in:
- Review of Economics & Statistics, 1993, v. 75, n. 3, p. 500, doi. 10.2307/2109464
- By:
- Publication type:
- Article
Works about MARTINGALES (Mathematics)
Results: 1701
1
2
AN EMPIRICAL ANALYSIS OF EX ANTE PROFITS FROM FORWARD SPECULATION IN FOREIGN EXCHANGE MARKETS.
- Published in:
- Review of Economics & Statistics, 1991, v. 73, n. 3, p. 489, doi. 10.2307/2109573
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- Publication type:
- Article
3
Belief Convergence under Misspecified Learning: A Martingale Approach.
- Published in:
- Review of Economic Studies, 2023, v. 90, n. 2, p. 781, doi. 10.1093/restud/rdac040
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- Publication type:
- Article
4
Option Pricing for Symmetric Lévy Returns with Applications.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 27, doi. 10.1007/s10690-014-9192-9
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- Publication type:
- Article
5
The Minimal Entropy Martingale Measure (MEMM) for a Markov-Modulated Exponential Lévy Model.
- Published in:
- Asia-Pacific Financial Markets, 2012, v. 19, n. 1, p. 63, doi. 10.1007/s10690-011-9142-8
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- Publication type:
- Article
6
A Note on Utility Maximization with Unbounded Random Endowment.
- Published in:
- Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 89, doi. 10.1007/s10690-010-9122-4
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- Publication type:
- Article
7
Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 2, p. 97, doi. 10.1007/s10690-008-9068-y
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- Publication type:
- Article
8
q-Optimal Martingale Measures for Discrete Time Models.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 155, doi. 10.1007/s10690-008-9076-y
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- Publication type:
- Article
9
From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 4, p. 367, doi. 10.1007/s10690-006-9019-4
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- Publication type:
- Article
10
No Arbitrage Condition for Positive Diffusion Price Processes.
- Published in:
- Asia-Pacific Financial Markets, 2002, v. 9, n. 3/4, p. 159, doi. 10.1023/A:1024173029378
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- Publication type:
- Article
11
The Relations between Minimal Martingale Measure and Minimal Entropy Martingale Measure.
- Published in:
- Asia-Pacific Financial Markets, 2001, v. 8, n. 2, p. 167, doi. 10.1023/A:1011984313198
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- Publication type:
- Article
12
Minimal Entropy Martingale Measures of Jump Type Price Processes in Incomplete Assets Markets.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 97, doi. 10.1023/A:1010062625672
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- Publication type:
- Article
13
Evaluation of the Asian Option by the Dual Martingale Measure.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 183, doi. 10.1023/A:1010097114285
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- Publication type:
- Article
14
A universal approach to estimate the conditional variance in semimartingale limit theorems.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 6, p. 1089, doi. 10.1007/s10463-020-00781-0
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- Publication type:
- Article
15
Global jump filters and quasi-likelihood analysis for volatility.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 3, p. 555, doi. 10.1007/s10463-020-00768-x
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- Publication type:
- Article
16
Generalized duration models and optimal estimation using estimating functions.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 1, p. 129, doi. 10.1007/s10463-013-0442-9
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- Publication type:
- Article
17
Asymptotic distribution of the nonparametric distribution estimator based on a martingale approach in doubly censored data.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2013, v. 65, n. 5, p. 859, doi. 10.1007/s10463-012-0395-4
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- Publication type:
- Article
18
On Mann-Whitney tests for comparing sojourn time distributions when the transition times are right censored.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2013, v. 65, n. 1, p. 149, doi. 10.1007/s10463-012-0378-5
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- Publication type:
- Article
19
Nonparametric quantile regression with heavy-tailed and strongly dependent errors.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2013, v. 65, n. 1, p. 23, doi. 10.1007/s10463-012-0359-8
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- Publication type:
- Article
20
A class of asymptotically normal degenerate quasi U-statistics.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 6, p. 1165, doi. 10.1007/s10463-010-0271-z
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- Publication type:
- Article
21
The generality of the zero-one laws.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 5, p. 873, doi. 10.1007/s10463-009-0262-0
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- Publication type:
- Article
22
Proportional hazards regression under progressive Type-II censoring.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 4, p. 887, doi. 10.1007/s10463-008-0170-8
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- Publication type:
- Article
23
Properties of residuals for spatial point processes.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2008, v. 60, n. 3, p. 627, doi. 10.1007/s10463-007-0116-6
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- Publication type:
- Article
24
Empirical likelihood inference for censored median regression with weighted empirical hazard functions.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2008, v. 60, n. 2, p. 441, doi. 10.1007/s10463-006-0110-4
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- Publication type:
- Article
25
On occurrence of subpattern and method of gambling teams.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2008, v. 60, n. 1, p. 193, doi. 10.1007/s10463-006-0082-4
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- Publication type:
- Article
26
On some inequalities for Doob decompositions in Banach function spaces.
- Published in:
- Mathematische Zeitschrift, 2010, v. 265, n. 4, p. 865, doi. 10.1007/s00209-009-0546-3
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- Publication type:
- Article
27
Constrained mean-variance investment-reinsurance under the Cramér–Lundberg model with random coefficients.
- Published in:
- ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2024050
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- Publication type:
- Article
28
Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients.
- Published in:
- ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2024033
- By:
- Publication type:
- Article
29
Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise.
- Published in:
- ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018066
- By:
- Publication type:
- Article
30
Homogenization at different linear scales, bounded martingales and the two-scale shuffle limit.
- Published in:
- ESAIM: Control, Optimisation & Calculus of Variations, 2013, v. 19, n. 4, p. 931, doi. 10.1051/cocv/2012039
- By:
- Publication type:
- Article
31
A convergent finite volume scheme for the stochastic barotropic compressible Euler equations.
- Published in:
- ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN), 2023, v. 57, n. 6, p. 3403, doi. 10.1051/m2an/2023085
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- Publication type:
- Article
32
Convergence of a finite-volume scheme for a heat equation with a multiplicative Lipschitz noise.
- Published in:
- ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN), 2023, v. 57, n. 2, p. 745, doi. 10.1051/m2an/2022087
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- Publication type:
- Article
33
Convergence of a spectral method for the stochastic incompressible Euler equations.
- Published in:
- ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN), 2022, v. 56, n. 6, p. 1993, doi. 10.1051/m2an/2022060
- By:
- Publication type:
- Article
34
Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states.
- Published in:
- ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN), 2021, v. 55, p. S593, doi. 10.1051/m2an/2020050
- By:
- Publication type:
- Article
35
Martingale inequalities in noncommutative symmetric spaces.
- Published in:
- Archiv der Mathematik, 2012, v. 98, n. 1, p. 87, doi. 10.1007/s00013-011-0343-1
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- Publication type:
- Article
36
Convergent finite element based discretization of a stochastic two‐phase flow model.
- Published in:
- ZAMM -- Journal of Applied Mathematics & Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2022, v. 102, n. 1, p. 1, doi. 10.1002/zamm.202000308
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- Publication type:
- Article
37
ON JENSEN’S FUNCTIONAL EQUATION.
- Published in:
- Reports of Enlarged Sessions of Seminar of I. Vekua Institute of Applied Mathematics, 2020, n. 34, p. 85
- By:
- Publication type:
- Article
38
ON MARTINGALE TRANSFORMATIONS OF THE LINEAR BROWNIAN MOTION.
- Published in:
- Reports of Enlarged Sessions of Seminar of I. Vekua Institute of Applied Mathematics, 2020, n. 34, p. 58
- By:
- Publication type:
- Article
39
STOCHASTIC INTEGRAL REPRESENTATION OF POISSON FUNCTIONALS WITH AN EXPLICIT FORM OF THE INTEGRAND.
- Published in:
- Reports of Enlarged Sessions of Seminar of I. Vekua Institute of Applied Mathematics, 2019, n. 33, p. 31
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- Publication type:
- Article
40
Об одном "мартингальном свойстве" ряда по общей системе Франклина
- Published in:
- National Academy of Sciences of Armenia Reports / Doklady Nacionalnaâ Akademiâ Nauk Armenii, 2020, v. 120, n. 2, p. 110
- By:
- Publication type:
- Article
41
Some Types of Convergence for Negatively Dependent Random Variables under Sublinear Expectations.
- Published in:
- Discrete Dynamics in Nature & Society, 2019, p. 1, doi. 10.1155/2019/9037258
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- Publication type:
- Article
42
Valuation of the Vulnerable Option Price Based on Mixed Fractional Brownian Motion.
- Published in:
- Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/4047350
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- Publication type:
- Article
43
Sequences of random matrices modulated by a discrete-time Markov chain.
- Published in:
- Stochastic Models, 2023, v. 39, n. 4, p. 797, doi. 10.1080/15326349.2023.2175869
- By:
- Publication type:
- Article
44
Constrained mean-variance portfolio optimization for jump-diffusion process under partial information.
- Published in:
- Stochastic Models, 2023, v. 39, n. 4, p. 741, doi. 10.1080/15326349.2023.2166534
- By:
- Publication type:
- Article
45
Lundberg-type inequalities for non-homogeneous risk models.
- Published in:
- Stochastic Models, 2020, v. 36, n. 4, p. 661, doi. 10.1080/15326349.2020.1835490
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- Publication type:
- Article
46
Asymptotic normality of in- and out-degree counts in a preferential attachment model.
- Published in:
- Stochastic Models, 2017, v. 33, n. 2, p. 229, doi. 10.1080/15326349.2016.1256219
- By:
- Publication type:
- Article
47
An ( s, k, S ) fluid inventory model with exponential leadtimes and order cancellations.
- Published in:
- Stochastic Models, 2016, v. 32, n. 2, p. 301, doi. 10.1080/15326349.2015.1116096
- By:
- Publication type:
- Article
48
A weak convergence criterion for constructing changes of measure.
- Published in:
- Stochastic Models, 2016, v. 32, n. 2, p. 233, doi. 10.1080/15326349.2015.1114891
- By:
- Publication type:
- Article
49
Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models.
- Published in:
- Stochastic Models, 2015, v. 31, n. 2, p. 261, doi. 10.1080/15326349.2014.999286
- By:
- Publication type:
- Article
50
Lévy Processes, Phase-Type Distributions, and Martingales.
- Published in:
- Stochastic Models, 2014, v. 30, n. 4, p. 443, doi. 10.1080/15326349.2014.958424
- By:
- Publication type:
- Article