Option pricing for symmetric Lévy returns with applications (Q2398586): Difference between revisions

@@ Property / cites work @@
+Option Pricing With V. G. Martingale Components<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Pricing contingent claims on stocks driven by Lévy processes
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the range of options prices
@@ Property / cites work: On the range of options prices / rank @@
+Normal rank
@@ Property / cites work @@
+Symmetry and duality in Lévy markets
@@ Property / cites work: Symmetry and duality in Lévy markets / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
+Normal rank
@@ Property / cites work @@
+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
+Normal rank
@@ Property / cites work @@
+The minimal entropy martingale measures for geometric Lévy processes
+Normal rank
@@ Property / cites work @@
+Changes of numéraire, changes of probability measure and option pricing
+Normal rank
@@ Property / cites work @@
+Minimax and minimal distance martingale measures and their relationship to portfolio optimization
+Normal rank
@@ Property / cites work @@
+Financial Data Analysis with Two Symmetric Distributions
+Normal rank
@@ Property / cites work @@
+Q4315010
@@ Property / cites work: Q4315010 / rank @@
+Normal rank
@@ Property / cites work @@
+The cumulant process and Esscher's change of measure
+Normal rank
@@ Property / cites work @@
+Q5313290
@@ Property / cites work: Q5313290 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing for log-symmetric distributions of returns
+Normal rank
@@ Property / cites work @@
+Bilateral gamma distributions and processes in financial mathematics
+Normal rank
@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Minimal entropy martingale measures of jump type price processes in incomplete assets markets
+Normal rank
@@ Property / cites work @@
+The normal inverse gaussian lévy process: simulation and approximation
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation pricing and the variance-optimal martingale measure
+Normal rank
@@ Property / cites work @@
+Q4220653
@@ Property / cites work: Q4220653 / rank @@
+Normal rank