Options on realized variance and convex orders (Q2866381): Difference between revisions

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+Numerical Inversion of Laplace Transforms of Probability Distributions
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+Processes of normal inverse Gaussian type
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+The Pricing of Options and Corporate Liabilities
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+Stochastic Volatility for Lévy Processes
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+Pricing options on realized variance
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+SELF-DECOMPOSABILITY AND OPTION PRICING
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+THE RANGE OF TRADED OPTION PRICES
@@ Property / cites work: THE RANGE OF TRADED OPTION PRICES / rank @@
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+Generalized sweeping-out and probability
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+Sato processes and the valuation of structured products
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Time reversal on Lévy processes
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+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
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+The Variance Gamma Process and Option Pricing
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+Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
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+Evaluating first-passage probabilities for spectrally one-sided Lévy processes
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+Q4937701
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+The Existence of Probability Measures with Given Marginals
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