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There are 7849724 results for: content related to: A Martingale Central Limit Theorem

  1. Local Square Integrable Martingales

    Counting Processes and Survival Analysis

    Thomas R. Fleming, David P. Harrington, Pages: 51–88, 2011

    Published Online : 26 SEP 2011, DOI: 10.1002/9781118150672.ch2

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    Appendix C: The Martingale Central Limit Theorem: Some Preliminaries

    Counting Processes and Survival Analysis

    Thomas R. Fleming, David P. Harrington, Pages: 343–358, 2011

    Published Online : 26 SEP 2011, DOI: 10.1002/9781118150672.app3

  3. The Counting Process and Martingale Framework

    Counting Processes and Survival Analysis

    Thomas R. Fleming, David P. Harrington, Pages: 15–49, 2011

    Published Online : 26 SEP 2011, DOI: 10.1002/9781118150672.ch1

  4. Censored Data Regression Models and Their Application

    Counting Processes and Survival Analysis

    Thomas R. Fleming, David P. Harrington, Pages: 125–199, 2011

    Published Online : 26 SEP 2011, DOI: 10.1002/9781118150672.ch4

  5. Generators and Markov Processes

    Markov Processes: Characterization and Convergence

    Stewart N. Ethier, Thomas G. Kurtz, Pages: 155–274, 2008

    Published Online : 27 MAY 2008, DOI: 10.1002/9780470316658.ch4

  6. Martingale Estimating Functions and Projected Likelihood

    Hilbert Space Methods in Probability and Statistical Inference

    Christopher G. Small, D.L. McLeish, Pages: 127–161, 2011

    Published Online : 13 SEP 2011, DOI: 10.1002/9781118165522.ch6

  7. Probabilistic Results in Sequential Analysis

    Sequential Estimation

    Malay Ghosh, Nitis Mukhopadhyay, Pranab K. Sen, Pages: 19–67, 2011

    Published Online : 7 SEP 2011, DOI: 10.1002/9781118165928.ch2

  8. Martingale generalizations and preservation of martingale properties

    Canadian Journal of Statistics

    Volume 12, Issue 2, June 1984, Pages: 99–106, R. James Tomkins

    Version of Record online : 18 DEC 2008, DOI: 10.2307/3315174

  9. Martingale problems for switched processes

    Mathematische Nachrichten

    Volume 287, Issue 10, July 2014, Pages: 1186–1201, Jie-Ming Wang

    Version of Record online : 1 FEB 2014, DOI: 10.1002/mana.201200252

  10. Two-Parameter Martingales

    Vector Integration and Stochastic Integration in Banach Spaces

    Nicolae Dinculeanu, Pages: 343–361, 2011

    Published Online : 30 SEP 2011, DOI: 10.1002/9781118033012.ch8

  11. Martingales

    Standard Article

    Encyclopedia of Actuarial Science

    Hanspeter Schmidli

    Published Online : 15 SEP 2006, DOI: 10.1002/9780470012505.tam009

  12. Option Pricing Using the Martingale Approach with Polynomial Interpolation

    Journal of Futures Markets

    Volume 33, Issue 5, May 2013, Pages: 469–491, Ming-Chieh Wang, Li-Jhang Huang and Szu-Lang Liao

    Version of Record online : 14 MAY 2012, DOI: 10.1002/fut.21557

  13. A Discrete Time Equivalent Martingale Measure

    Mathematical Finance

    Volume 8, Issue 2, April 1998, Pages: 127–152, Robert J. Elliott and Dilip B. Madan

    Version of Record online : 5 JAN 2002, DOI: 10.1111/1467-9965.00048

  14. Martingales

    Financial Derivatives in Theory and Practice

    P. J. Hunt, J. E. Kennedy, Pages: 31–62, 2005

    Published Online : 28 JAN 2005, DOI: 10.1002/0470863617.ch3

  15. Martingales

    Vector Integration and Stochastic Integration in Banach Spaces

    Nicolae Dinculeanu, Pages: 181–197, 2011

    Published Online : 30 SEP 2011, DOI: 10.1002/9781118033012.ch3

  16. Counting Processes and Asymptotic Theory

    The Statistical Analysis of Failure Time Data, Second Edition

    John D. Kalbfleisch, Ross L. Prentice, Pages: 148–192, 2011

    Published Online : 31 JAN 2011, DOI: 10.1002/9781118032985.ch5

  17. THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS

    Mathematical Finance

    Volume 25, Issue 2, April 2015, Pages: 311–338, Robert Jarrow, Philip Protter and Sergio Pulido

    Version of Record online : 2 NOV 2012, DOI: 10.1111/mafi.12013

  18. Stochastic Processes and Martingales

    Markov Processes: Characterization and Convergence

    Stewart N. Ethier, Thomas G. Kurtz, Pages: 49–94, 2008

    Published Online : 27 MAY 2008, DOI: 10.1002/9780470316658.ch2

  19. Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes

    Applied Stochastic Models in Business and Industry

    Volume 26, Issue 5, September/October 2010, Pages: 609–623, Junna Bi and Junyi Guo

    Version of Record online : 18 SEP 2009, DOI: 10.1002/asmb.807

  20. Arbitrage-Free Valuation

    Dynamic Term Structure Modeling: The Fixed Income Valuation Course

    Sanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto, Pages: 17–47, 2015

    Published Online : 19 SEP 2015, DOI: 10.1002/9781119201571.ch2