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    Items where Author is "Ruf, J."

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    Number of items: 6.

    Article

    Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2023). Simplified calculus for semimartingales: Multiplicative compensators and changes of measure. Stochastic Processes and their Applications, 161, pp. 572-602. doi: 10.1016/j.spa.2023.04.010

    Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2022). Simplified stochastic calculus via semimartingale representations. Electronic Journal of Probability, 27, pp. 1-32. doi: 10.1214/21-EJP729

    Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2021). Pure-jump semimartingales. Bernoulli: a journal of mathematical statistics and probability, 27(4), pp. 2624-2648. doi: 10.3150/21-bej1325

    Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2021). Simplified stochastics calculus with applications in Economics and Finance. European Journal of Operational Research, 293(2), pp. 547-560. doi: 10.1016/j.ejor.2020.12.037

    Working Paper

    Černý, A. & Ruf, J. (2019). Pure-jump semimartingales. City, University of London.

    Černý, A. & Ruf, J. Finance Without Brownian Motions: An Introduction To Simplified Stochastic Calculus. .

    This list was generated on Wed Jul 30 18:14:41 2025 UTC.