Toward the Theory of Pricing of Options of Both European and American Types. II. Continuous Time
Shiryaev, A
Kabanov, Y
Kramkov, D
Melnikov, A
Theory of Probability and Its Applications
volume 39
issue 1
61-102
(17 Jan 1995)
doi:10.1137/1139003
Integral Option
Kramkov, D
Mordecki, E
Theory of Probability and Its Applications
volume 39
issue 1
162-172
(17 Jan 1995)
doi:10.1137/1139007
No-Arbitrage and Equivalent Martingale Measures: An Elementary Proof of the HarrisonPliska Theorem
Kabanov, Y
Kramkov, D
Theory of Probability and Its Applications
volume 39
issue 3
523-527
(17 Jan 1995)
doi:10.1137/1139038
Sufficient Conditions of the Uniform Integrability of Exponential Martingales
Kramkov, D
Shiryaev, A
Progress in Mathematics
volume 168
289-295
(1998)
doi:10.1007/978-3-0348-8974-2_20
Motivic Galois coaction and one-loop Feynman graphs
Tapušković, M
(05 Nov 2019)
https://arxiv.org/abs/1911.01540v3
Measuring diachronic sense change: new models and Monte Carlo methods for Bayesian inference
Zafar, S
Nicholls, G
(14 Apr 2021)
doi:10.48550/arxiv.2105.00819
Transformations for Piola-mapped elements
Aznaran, F
Kirby, R
Farrell, P
(25 Oct 2021)
http://arxiv.org/abs/2110.13224v1
Finite element methods for multicomponent convection-diffusion
Aznaran, F
Farrell, P
Monroe, C
Van-Brunt, A
(25 Aug 2022)
http://arxiv.org/abs/2208.11949v2
Will an outbreak exceed available resources for control? Estimating the risk from invading pathogens using practical definitions of a severe epidemic
Thompson, R
Gilligan, C
Cunniffe, N
doi:10.1101/768853
Epidemiological identification of a novel infectious disease in real time: Analysis of the atypical pneumonia outbreak in Wuhan, China, 2019-20
Jung, S
Kinoshita, R
Thompson, R
Hayashi, K
Linton, N
Yang, Y
Akhmetzhanov, A
Nishiura, H
doi:10.1101/2020.01.26.20018887