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5 matches found
XXXV: 24, 348-370, LNM 1755 (2001)
CHERNY, Alexander S.
Principal values of the integral functionals of Brownian motion: Existence, continuity and an extension of Itô's formula
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XXXVIII: 12, 165-185, LNM 1857 (2005)
CHERNY, Alexander S.; SHIRYAEV, Albert N.
On stochastic integrals up to infinity and predictable criteria for integrability

XL: 23, 415-445, LNM 1899 (2007)
CHERNY, Alexander S.
General arbitrage pricing model: I -- Probability approach

XL: 24, 447-461, LNM 1899 (2007)
CHERNY, Alexander S.
General arbitrage pricing model: II -- Transaction costs

XL: 25, 463-481, LNM 1899 (2007)
CHERNY, Alexander S.
General arbitrage pricing model: III -- Possibility approach