Pages that link to "Item:Q1761442"
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The following pages link to Strict local martingale deflators and valuing American call-type options (Q1761442):
Displaying 11 items.
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Negative call prices (Q470687) (← links)
- The lifetime of a financial bubble (Q506379) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- Bubbles in discrete-time models (Q2675818) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- On the uniqueness of classical solutions of Cauchy problems (Q3566668) (← links)
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
- Valuation and Parities for Exchange Options (Q5250041) (← links)
