Option pricing for a logstable asset price model (Q1596871): Difference between revisions

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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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+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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+On Feedback Effects from Hedging Derivatives
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+Simple consistent estimators of stable distribution parameters
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