Strict local martingales and the Khasminskii test for explosions von Dandapani, Aditi, Protter, Philip

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Insiders and Their Free Lunches: The Role of Short Positions von Coculescu, Delia, Dandapani, Aditi

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Insiders and Their Free Lunches: The Role of Short Positions von Coculescu, Delia, Dandapani, Aditi

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From quadratic Hawkes processes to super-Heston rough volatility models with Zumbach effect von Dandapani, Aditi, Jusselin, Paul, Rosenbaum, Mathieu

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STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT von DANDAPANI, ADITI, PROTTER, PHILIP

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Insiders and their Free Lunches: the Role of Short Positions von Coculescu, Delia, Dandapani, Aditi

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Credit Valuation Adjustment in Credit Risk with Simultaneous Defaults Possibility von Dandapani, Aditi, Protter, Philip

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A quantum spectral method for simulating stochastic processes, with applications to Monte Carlo von Bouland, Adam, Dandapani, Aditi, Prakash, Anupam

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Strict Local Martingales and the Khasminskii test for Explosions von Protter, Philip, Dandapani, Aditi

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Insiders and their Free Lunches: the Role of Short Positions von Coculescu, Delia, Dandapani, Aditi

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Credit Valuation Adjustment in Credit Risk with Simultaneous Defaults Possibility von Dandapani, Aditi, Protter, Philip

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Strict Local Martingales via Filtration Enlargement von Dandapani, Aditi, Protter, Philip

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From quadratic Hawkes processes to super-Heston rough volatility models with Zumbach effect von Dandapani, Aditi, Jusselin, Paul, Rosenbaum, Mathieu

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Insiders and their Free Lunches: the Role of Short Positions von Coculescu, Delia, Dandapani, Aditi

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A quantum spectral method for simulating stochastic processes, with applications to Monte Carlo von Bouland, Adam, Dandapani, Aditi, Prakash, Anupam

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Quantum option pricing via the Karhunen-Lo\`{e}ve expansion von Prakash, Anupam, Sun, Yue, Chakrabarti, Shouvanik, Che, Charlie, Dandapani, Aditi, Herman, Dylan, Kumar, Niraj, Sureshbabu, Shree Hari, Wood, Ben, Kerenidis, Iordanis, Pistoia, Marco

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Strict Local Martingales and the Khasminskii test for Explosions von Protter, Philip, Dandapani, Aditi

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From quadratic Hawkes processes to super-Heston rough volatility models with Zumbach effect von Dandapani, Aditi, Jusselin, Paul, Rosenbaum, Mathieu

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Strict Local Martingales via Filtration Enlargement von Dandapani, Aditi, Protter, Philip

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Quantum option pricing via the Karhunen-Lo\`{e}ve expansion von Prakash, Anupam, Sun, Yue, Chakrabarti, Shouvanik, Che, Charlie, Dandapani, Aditi, Herman, Dylan, Kumar, Niraj, Sureshbabu, Shree Hari, Wood, Ben, Kerenidis, Iordanis, Pistoia, Marco

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