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CLASSIFICATION OF RANDOM TIMES AND APPLICATIONS
Anna Aksamit
,
Tahir Choulli
,
Monique Jeanblanc
2016
Pré-publication, Document de travail
hal-01316246v1
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Séminaire de Probabilités XLVIII
Mathias Beiglböck
,
Martin Huesmann
,
Florian Stebegg
,
Nicolas Juillet
,
Gilles Pagès
,
et al.
Donati-Martin, Catherine; Lejay, Antoine; Rouault, Alain. Springer, 2168, pp.506, 2016, Lecture Notes in Mathematics, 978-3-319-44464-2. ⟨10.1007/978-3-319-44465-9⟩
Ouvrages
hal-01403845v1
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On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration
Anna Aksamit
,
Tahir Choulli
,
Monique Jeanblanc
Article dans une revue
hal-01250968v1
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THIN TIMES AND RANDOM TIMES' DECOMPOSITION
Anna Aksamit
,
Tahir Choulli
,
Monique R Jeanblanc
2018
Pré-publication, Document de travail
hal-01759574v1
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Non-Arbitrage under a Class of Honest Times
Anna Aksamit
,
Tahir Choulli
,
Jun Deng
,
Monique Jeanblanc
2016
Pré-publication, Document de travail
hal-01253283v1
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Random times, enlargement of filtration and arbitrages
Anna Aksamit
Thèse
tel-01016672v1
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In Memoriam Marc Yor - Séminaire de Probabilités XLVII
Anna Aksamit
,
Larbi Alili
,
Jacques Azéma
,
Ehsan Azmoodeh
,
Dominique Bakry
,
et al.
Catherine Donati-Martin; Antoine Lejay; Alain Rouault. Springer-Verlag, 2137, pp.619, 2015, Lecture Notes in Mathematics, 978-3-319-18584-2. ⟨10.1007/978-3-319-18585-9⟩
Ouvrages
hal-01200589v1
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Non-Arbitrage up to Random Horizon for Semimartingale Models
Anna Aksamit
,
Tahir Choulli
,
Jun Deng
,
Monique Jeanblanc
2014
Pré-publication, Document de travail
hal-01253282v1
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NON-ARBITRAGE UNDER ADDITIONAL INFORMATION FOR THIN SEMIMARTINGALE MODELS
Anna Aksamit
,
Tahir Choulli
,
Jun Deng
,
Monique Jeanblanc
2016
Pré-publication, Document de travail
hal-01253285v1
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PREDICTABLE REPRESENTATION PROPERTY FOR PROGRESSIVE ENLARGEMENTS OF A POISSON FILTRATION
Anna Aksamit
,
Monique Jeanblanc
,
Marek Rutkowski
2015
Pré-publication, Document de travail
hal-01249662v1
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Robust pricing-hedging duality for American options in discrete time financial markets
Shuoqing Deng
,
Xiaolu Tan
,
Anna Aksamit
,
Jan Obloj
2017
Pré-publication, Document de travail
hal-01429550v1
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