Pages that link to "Item:Q471173"

The following pages link to On the hedging of options on exploding exchange rates (Q471173):

Displaying 24 items.

• Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
• Relative asset price bubbles (Q315462) (← links)
• Polynomial diffusions and applications in finance (Q331360) (← links)
• Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
• Negative call prices (Q470687) (← links)
• Risk measures for processes and BSDEs (Q486926) (← links)
• A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (Q491703) (← links)
• Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
• The existence of dominating local martingale measures (Q889615) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• Convergence of local supermartingales (Q2028957) (← links)
• Scaled insurance cash flows: representation and computation via change of measure techniques (Q2120546) (← links)
• Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
• Strict local martingales and bubbles (Q2354886) (← links)
• Weak tail conditions for local martingales (Q2421830) (← links)
• Filtration shrinkage, strict local martingales and the Föllmer measure (Q2511563) (← links)
• Stochastic exponentials and logarithms on stochastic intervals. A survey (Q2633837) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
• Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
• Market Models with Optimal Arbitrage (Q5250038) (← links)
• Financial models with defaultable numéraires (Q5743119) (← links)
• Supermartingales as Radon-Nikodym densities and related measure extensions (Q5962535) (← links)
• Simplified calculus for semimartingales: multiplicative compensators and changes of measure (Q6157012) (← links)