斜
发表于 2025-3-30 10:28:55
Unimodality of Hitting Times for Stable Processes,2009), whereas in the completely asymmetric case we apply an identity of the second author (Simon, Stochastics 83(2):203–214, 2011). The method extends to the general case thanks to a fractional moment evaluation due to Kuznetsov et al. (Electr. J. Probab. 19:30, 1–26, 2014), for which we also provide a short independent proof.
营养
发表于 2025-3-30 15:56:44
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Introvert
发表于 2025-3-30 20:07:25
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施魔法
发表于 2025-3-30 21:22:15
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acolyte
发表于 2025-3-31 04:29:53
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小卷发
发表于 2025-3-31 05:18:47
Admissible Trading Strategies Under Transaction Costs,one with a numéraire-free notion of admissibility. It turns out that this distinction on the primal side perfectly corresponds to the difference between local martingales and true martingales on the dual side. A counter-example reveals that the consideration of transaction costs makes things more delicate than in the frictionless setting.
有恶意
发表于 2025-3-31 09:19:09
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