Some notes on various topics with applications in finance:
- Conditions under which local martingales are martingales (3 pages)
- A brief review of the link between the martingale approach to pricing and Feynman-Kac (2 pages)
- Notes on Bayesian filtering in continuous time (6 pages)
- Notes on Pandora's problem (Weitzman, 1979) (4 pages)
- Notes on theories of bubbles and other mispricings (38 pages)