4. Mathematics
  5. Probability

Mikhail Urusov

Mathematics – Probability

Scientist

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A note on a paper by Wong and Heyde

Mathematics – Probability
Scientific paper

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A Note on Delta Hedging in Markets with Jumps

Economy – Quantitative Finance – Pricing of Securities
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Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models

Economy – Quantitative Finance – General Finance
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Martingale property of generalized stochastic exponentials

Mathematics – Probability
Scientific paper

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On the Martingale Property of Certain Local Martingales

Mathematics – Probability
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