Actuarial bridges to dynamic hedging and option pricing (Q1381457): Difference between revisions

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+https://doi.org/10.1016/0167-6687(96)85007-4
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+APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES
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+Q3026011
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+Q4296399
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+Asset pricing for general processes
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+On the fundamental theorem of asset pricing with an infinite state space
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+Ruin probabilities expressed in terms of ladder height distributions
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+The Pricing of Options and Corporate Liabilities
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+On the existence and characterization of arbitrage–free measure in contingent claim valuation
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
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+ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES
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+A general version of the fundamental theorem of asset pricing
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+On convex principles of premium calculation
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+Option pricing and hedge portfolios for poisson progresses
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+Almost sure characterization of Martingales
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+Changes of numéraire, changes of probability measure and option pricing
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+From perpetual strangles to Russian options
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+MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
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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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+Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
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+MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
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+Martingale densities for general asset prices
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+Reinsurance in arbitrage-free markets
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+The integrability problem of asset prices
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+Publication:1381457