Symmetric martingales and symmetric smiles (Q734666): Difference between revisions

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+Local volatility dynamic models
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+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
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+Reflection principle and Ocone martingales
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+Q4279452
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+Symmetry and duality in Lévy markets
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+Changes of numéraire, changes of probability measure and option pricing
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+A family of non-Gaussian martingales with Gaussian marginals
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Risk-neutral compatibility with option prices
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+Making Markov martingales meet marginals: With explicit constructions
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+Q3139100
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+OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
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+A market model for stochastic implied volatility
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+TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
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+Arbitrage-free market models for option prices: the multi-strike case
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+Q4501626
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