Finite arbitrage times and the volatility smile? (Q5947893): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q4794126
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+Q4716197
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+Q4905685
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+Martingales and stochastic integrals in the theory of continuous trading
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+Q3974816
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+The Black-Scholes option pricing problem in mathematical  finance: generalization and extensions for a large class of stochastic processes
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+On Quadratic Cost Criteria for Option Hedging
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+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
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