Publication Search Results
Exact matches for:
- Author = Aksamit A [web profile page]
1.
Aksamit A, Li L, Rutkowski M
Anna Aksamit, Libo Li, Marek Rutkowski:
Generalized BSDE and reflected BSDE with random time horizon,
Electronic Journal of Probability,
28, Open Access
(2023),
Article 40 (1–41).
2.
Aksamit A, Choulli T, Jeanblanc M
Anna Aksamit, Tahir Choulli, Monique Jeanblanc:
Thin times and random times' decomposition,
Electronic Journal of Probability,
26 (Open Access)
(2021),
no. Paper No. 31,
22 pages.
3.
Aksamit A, Hou Z, Obłój J
Anna Aksamit, Zhaoxu Hou and Jan Obłój:
Robust Framework for Quantifying the Value of Information in Pricing and Hedging,
SIAM Journal on Financial Mathematics,
11
(2020),
no. 1,
27–59.
4.
Aksamit A, Fontana C
Anna Aksamit and Claudio Fontana:
Martingale spaces and representations under absolutely continuous changes of probability,
Electronic Communications in Probability,
24
(2019),
no. 62,
1–13.
MR4017136
5.
Aksamit A, Deng S, Obłój J, Tan X
Anna Aksamit, Shuoqing Deng, Jan Obłój, Xiaolu Tan:
The robust pricing–hedging duality for American options in discrete time financial markets,
Mathematical Finance,
29
(2019),
no. 3,
861–897.
6.
Aksamit A, Jeanblanc M, Rutkowski M
Anna Aksamit, Monique Jeanblanc, Marek Rutkowski:
Integral representations of martingales for progressive enlargements of filtrations,
Stochastic Processes and their Applications,
129
(2019),
no. 4,
1229–1258.
MR3926554
| Number of matches: 6 |