Negative call prices (Q470687): Difference between revisions

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+Strict local martingale deflators and valuing American call-type options
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+On the hedging of options on exploding exchange rates
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+Local martingales, bubbles and option prices
@@ Property / cites work: Local martingales, bubbles and option prices / rank @@
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+A general version of the fundamental theorem of asset pricing
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+The mathematics of arbitrage
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+Stochastic Portfolio Theory: an Overview
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+Martingales and arbitrage in multiperiod securities markets
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+Q5506186
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+ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
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+Q5294261
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+Q4905685
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+HEDGING UNDER ARBITRAGE
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+Q4453270
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+Q4225849
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