Pages that link to "Item:Q1297922"
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The following pages link to Complete markets with discontinuous security price (Q1297922):
Displaying 11 items.
- Numerical simulations for the pricing of options in jump diffusion markets (Q442180) (← links)
- Volatility smile as relativistic effect (Q1620616) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Modeling credit risk with partial information. (Q1879905) (← links)
- Stochastic control problems for systems driven by normal martingales (Q2426608) (← links)
- On option pricing in illiquid markets with jumps (Q2449007) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- The chaotic-representation property for a class of normal martingales (Q2642930) (← links)
- Sufficient Poisson jump diffusion market models revisited (Q2759032) (← links)
- HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
- La martingale d’Azéma (Q5126523) (← links)
