Margrabe's option to exchange in a Paretian-stable subordinated market. (Q1600539): Difference between revisions

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+Portfolio Analysis in a Stable Paretian Market
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+The Pricing of Options and Corporate Liabilities
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Option pricing for a logstable asset price model
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+Martingales and stochastic integrals in the theory of continuous trading
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+On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
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+Numerical calculation of stable densities and distribution functions
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