Bubbles, convexity and the Black-Scholes equation (Q835063): Difference between revisions

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+.4468
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+Moment explosions in stochastic volatility models
@@ Property / cites work: Moment explosions in stochastic volatility models / rank @@
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+On exponential local martingales associated with strong Markov continuous local martingales
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+Interior Schauder estimates for parabolic differential- (or difference-) equations via the maximum principle
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+Local martingales, bubbles and option prices
@@ Property / cites work: Local martingales, bubbles and option prices / rank @@
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+ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES
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+Properties of American option prices
@@ Property / cites work: Properties of American option prices / rank @@
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+OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS
@@ Property / cites work: OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS / rank @@
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+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
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+Q4086524
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+Q3251633
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+Volatility misspecification, option pricing and superreplication via coupling
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+Comparison results for stochastic volatility models via coupling
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+Q5506186
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+Volatility time and properties of option prices
@@ Property / cites work: Volatility time and properties of option prices / rank @@
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+FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS
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+Class 𝐷 supermartingales
@@ Property / cites work: Class 𝐷 supermartingales / rank @@
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+Parabolic interior Schauder estimates by the maximum principle
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+Q4942767
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+Q4226355
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+Complications with stochastic volatility models
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