Dynamic asset pricing theory with uncertain time-horizon (Q956467): Difference between revisions

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+https://doi.org/10.1016/j.jedc.2004.10.002
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+W3125527597
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+Option Pricing When Jump Risk Is Systematic<sup>1</sup>
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+Event risk, contingent claims and the temporal resolution of uncertainty
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+OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS
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+There is no nontrivial hedging portfolio for option pricing with transaction costs
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