Tangent Lévy market models (Q1761433): Difference between revisions

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+Forward equations for option prices in semimartingale models
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+Expensive martingales
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+Q2790463
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+Local volatility dynamic models
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+Interest rate models: an infinite dimensional stochastic analysis perspective
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+Financial Modelling with Jump Processes
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+Integro-differential equations for option prices in exponential Lévy models
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+THE RANGE OF TRADED OPTION PRICES
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+Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
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+Q4148368
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+Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity
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+Mimicking the one-dimensional marginal distributions of processes having an Ito differential
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+Risk-neutral compatibility with option prices
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+Q4778955
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+A Jump-Diffusion Model for Option Pricing
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+Gaussian measures in Banach spaces
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+Sur l'int�grabilit� uniforme des martingales exponentielles
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+Option pricing when underlying stock returns are discontinuous
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+Stochastic Equations in Infinite Dimensions
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+Q4937701
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+A market model for stochastic implied volatility
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+Arbitrage-free market models for option prices: the multi-strike case
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+TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
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