PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS (Q5427661): Difference between revisions

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+Incompleteness of markets driven by a mixed diffusion
+Normal rank
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+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
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+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
+Normal rank
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+Q5653395
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+Normal rank
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+Volatility misspecification, option pricing and superreplication via coupling
+Normal rank