Dynamic complex hedging in additive markets (Q2994843): Difference between revisions

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+https://doi.org/10.1080/14697680902960234
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+W2070776372
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+Towards a general theory of bond markets
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+SELF-DECOMPOSABILITY AND OPTION PRICING
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+Pricing contingent claims on stocks driven by Lévy processes
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+Completion of a Lévy market by power-jump assets
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+On the range of options prices
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+Lévy term structure models: no-arbitrage and completeness
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+Quantile hedging
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+Optimal portfolios for logarithmic utility.
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+Risk-neutral compatibility with option prices
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+Hedging contingent claims on semimartingales
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+Chaotic and predictable representations for Lévy processes.
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+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
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