PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS (Q5427661): Difference between revisions

@@ Property / DOI @@
-.1111/j.1467-9965.2007.00308.x
@@ Property / DOI: 10.1111/j.1467-9965.2007.00308.x / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2066525300
@@ Property / OpenAlex ID: W2066525300 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0509232
@@ Property / arXiv ID: math/0509232 / rank @@
+Normal rank
@@ Property / cites work @@
+Incompleteness of markets driven by a mixed diffusion
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+Q5653395
@@ Property / cites work: Q5653395 / rank @@
+Normal rank
@@ Property / cites work @@
+Volatility misspecification, option pricing and superreplication via coupling
+Normal rank
@@ Property / DOI @@
+.1111/J.1467-9965.2007.00308.X
@@ Property / DOI: 10.1111/J.1467-9965.2007.00308.X / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5427661