Pages that link to "Item:Q983170"
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The following pages link to Analysis of continuous strict local martingales via \(h\)-transforms (Q983170):
Displaying 33 items.
- Relative asset price bubbles (Q315462) (← links)
- Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (Q491703) (← links)
- Call option prices based on Bessel processes (Q539516) (← links)
- Diversity and arbitrage in a regulatory breakup model (Q635965) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- The existence of dominating local martingale measures (Q889615) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- On the multiplicity of option prices under CEV with positive elasticity of variance (Q1621639) (← links)
- Strict local martingales: examples (Q1687193) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- Filtration shrinkage, strict local martingales and the Föllmer measure (Q2511563) (← links)
- Bubbles in discrete-time models (Q2675818) (← links)
- On certain integral functionals of squared Bessel processes (Q2804020) (← links)
- Generalized Arbitrage-Free SVI Volatility Surfaces (Q2819096) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- A liquidity-based model for asset price bubbles (Q2873554) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE (Q4906513) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- Theory of Cryptocurrency Interest Rates (Q5112534) (← links)
- THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- Valuation and Parities for Exchange Options (Q5250041) (← links)
- Supermartingales as Radon-Nikodym densities and related measure extensions (Q5962535) (← links)
