Option pricing and perfect hedging on correlated stocks (Q1414496): Difference between revisions

@@ Property / arXiv ID @@
+cond-mat/0012014
@@ Property / arXiv ID: cond-mat/0012014 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS
+Normal rank
@@ Property / cites work @@
+Elements for a theory of financial risks
@@ Property / cites work: Elements for a theory of financial risks / rank @@
+Normal rank
@@ Property / cites work @@
+The Brownian movement and stochastic equations
@@ Property / cites work: The Brownian movement and stochastic equations / rank @@
+Normal rank
@@ Property / cites work @@
+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
+Normal rank
@@ Property / cites work @@
+Fat tails and colored noise in financial derivatives
+Normal rank
@@ Property / cites work @@
+Handbook of stochastic methods for physics, chemistry and natural sciences.
+Normal rank
@@ Property / cites work @@
+Q3244676
@@ Property / cites work: Q3244676 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5653395
@@ Property / cites work: Q5653395 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
+Normal rank
@@ Property / cites work @@
+On the theory of optimal control. Sufficient coordinates
+Normal rank
@@ Property / cites work @@
+Q3786804
@@ Property / cites work: Q3786804 / rank @@
+Normal rank
@@ Property / cites work @@
+OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS
+Normal rank