output
20092025
most citedIdentities involving values of Bernstein, q-Bernoulli and q-Euler polynomials

103 citations

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Showing 2013Show all

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q-fin.PR2013★ 13 cited

Non-Arbitrage up to Random Horizon for Semimartingale Models

Anna Aksamit, Tahir Choulli, Jun Deng +1

This paper addresses the question of how an arbitrage-free semimartingale model is affected when stopped at a random horizon. We focus on No-Unbounded-Profit-with-Bounded-Risk (cal…

q-fin.PR2013★ 6 cited

Information, no-arbitrage and completeness for asset price models with a change point

Claudio Fontana, Zorana Grbac, Monique Jeanblanc +1

We consider a general class of continuous asset price models where the drift and the volatility functions, as well as the driving Brownian motions, change at a random time . Und…