On the nonuniqueness in the option evaluation problem
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Cites work
- A mathematical theory of financial bubbles
- A note on options and bubbles under the CEV model: implications for pricing and hedging
- A singular Sturm-Liouville equation under homogeneous boundary conditions
- Bubbles, convexity and the Black-Scholes equation
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- LINEAR EQUATIONS OF THE SECOND ORDER OF PARABOLIC TYPE
- Local martingales, bubbles and option prices
- On the multiplicity of option prices under CEV with positive elasticity of variance
- Sur les classes quasianalytiques des solutions des équations aux dérivées partielles du type parabolique.
- The pricing of options and corporate liabilities
- The time-discrete method of lines for options and bonds. A PDE approach
- The uniqueness of the solution of the first boundary value problem in an unbounded domain for a second-order parabolic equation
- Théorèmes d'unicité pour l'équation de la chaleur.
- Tikhonov-Petrovskii problem for second-order parabolic equations
- Two singular diffusion problems
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales
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