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 Retrieve article from Numdam
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