OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS (Q3126239): Difference between revisions

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+Contingent claims valuation when the security price is a combination of an Itō process and a random point process
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+APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES
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+Point processes and queues. Martingale dynamics
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+Martingales and stochastic integrals in the theory of continuous trading
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+A stochastic calculus model of continuous trading: Complete markets
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Option pricing when underlying stock returns are discontinuous
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+Arbitrage and Diversification in a General Equilibrium Asset Economy
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+Q3996259
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