The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments (Q4555094): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Financial Modelling with Jump Processes
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+Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
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+Robustness of the Black and Scholes Formula
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+Mimicking the one-dimensional marginal distributions of processes having an Ito differential
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+A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
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+Option pricing when underlying stock returns are discontinuous
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+Contingent Claims and Market Completeness in a Stochastic Volatility Model
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+Q5424044
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