Most Popular Papers *
An Intrinsic Proof of an Extension of Itô’s Isometry for Anticipating Stochastic Integrals
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A Clark-Ocone Type Formula via Itô Calculus and its Application to Finance
Takuji Arai and Ryoichi Suzuki
Backward Stochastic Differential Equations in a Semi-Markov Chain Model
Robert J. Elliott and Zhe Yang
A Jump-Diffusion Process for Asset Price with Non-Independent Jumps
Yihren Wu and Majnu John
Von Neumann's Minimax Theorem for Continuous Quantum Games
Luigi Accardi and Andreas Boukas
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» Updated as of 12/08/23.