Volatility time and properties of option prices (Q1425480): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
+Normal rank
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+Q3981472
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+Normal rank
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+Mean stochastic comparison of diffusions
@@ Property / cites work: Mean stochastic comparison of diffusions / rank @@
+Normal rank
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+Martingales versus PDEs in finance: an equivalence result with examples
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+Volatility misspecification, option pricing and superreplication via coupling
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+Q4340391
@@ Property / cites work: Q4340391 / rank @@
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+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank