Items where Author is "Ruf, J."
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. .