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Anna Aksamit

Identifiers

  • name variant Anna Aksamit 0.60 · backfill

Papers (10)

  1. Sensitivity analysis of Stochastic Fluid Models: Stationary and transient quantities with applications math.PR · 2026 · author #1
  2. Thin times and random times' decomposition math.PR · 2016 · author #1
  3. Robust framework for quantifying the value of information in pricing and hedging q-fin.MF · 2016 · author #1
  4. Robust pricing--hedging duality for American options in discrete time financial markets math.OC · 2016 · author #1
  5. Integral representations of martingales for progressive enlargements of filtrations math.PR · 2015 · author #1
  6. Non-Arbitrage Under Additional Information for Thin Semimartingale Models q-fin.MF · 2015 · author #1
  7. Projections, Pseudo-Stopping Times and the Immersion Property math.PR · 2014 · author #1
  8. Non-Arbitrage under a Class of Honest Times q-fin.PR · 2014 · author #2
  9. Arbitrages in a Progressive Enlargement Setting math.PR · 2013 · author #1
  10. Non-Arbitrage up to Random Horizon for Semimartingale Models q-fin.PR · 2013 · author #1

Mentions

  • 1310.1142 #1 · backfill · confidence 0.70 Anna Aksamit
  • 2605.21209 #1 · arxiv_oai · confidence 0.70 Anna Aksamit

Frequent Coauthors