Correlation and the pricing of risks (Q665786): Difference between revisions

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+https://doi.org/10.1007/s10436-006-0063-x
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+W2007440150
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+Asset pricing for general processes
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+The Pricing of Options and Corporate Liabilities
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+Changes of filtrations and of probability measures
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+Q4230831
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+On the Distribution of Maxima of Martingale
@@ Property / cites work: On the Distribution of Maxima of Martingale / rank @@
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Prospect Theory: An Analysis of Decision under Risk
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+On the fields of some Brownian martingales
@@ Property / cites work: On the fields of some Brownian martingales / rank @@
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+Random times and enlargements of filtrations in a Brownian setting.
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+Q4905685
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+Option pricing when underlying stock returns are discontinuous
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+Q4663402
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+Within and beyond the reach of Brownian innovation
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+Q4693741
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+Publication:665786