Option Pricing With V. G. Martingale Components<sup>1</sup> (Q4345917): Difference between revisions

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+Asset pricing for general processes
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+The Pricing of Options and Corporate Liabilities
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Q3969647
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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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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Information structure and equilibrium asset prices
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+Asset Prices in an Exchange Economy
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+Option pricing when underlying stock returns are discontinuous
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