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9
Sum of Log Normal random variables [closed]
Jul 5, 2010
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8
What's the use of a complete measure?
Jan 12, 2010
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7
Feynman-Kac for jump-diffusion
Aug 23, 2013
answer
5
Martingale representation theorem for Levy processes
Jul 25, 2011
answer
5
Diffusion sample paths as deformed Brownian sample paths
Jan 25, 2011
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4
Conditional law of an Ito's stochastic integral
May 28, 2013
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4
Change of Time in Stochastic Integral
Aug 6, 2010
question
4
What would be a fractional Poisson Process like
Jan 25, 2011
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4
Conditional probabilities are measurable functions - when are they continuous?
Feb 3, 2010
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4
Change of time or change of measure
Jan 4, 2011
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How to show that this weak scheme is a cubature scheme?
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Law of an integrated CIR Process as sum of Independent Random Variables
27
Model Validation Criteria
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Paradoxes in quantitative finance
26
Criteria for being a true martingale