The following pages link to On the range of options prices (Q1367702):
Displaying 49 items.
- Kriging of financial term-structures (Q323575) (← links)
- A note on the mean correcting martingale measure for geometric Lévy processes (Q628236) (← links)
- On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- An actuarial approach to option pricing under the physical measure and without market assumptions (Q1265918) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665) (← links)
- On computing the price of financial instruments in foreign currency (Q1796242) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- Logarithmic utility maximization in an exponential Lévy model (Q2356496) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- Bilateral gamma distributions and processes in financial mathematics (Q2469499) (← links)
- Equivalence of floating and fixed strike Asian and lookback options (Q2485814) (← links)
- Asymptotic option price with bounded expected loss (Q2510032) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- Explicit representations for the expectations of exponential functionals of the multi-factor variance gamma process and their applications (Q2803412) (← links)
- Lévy information and the aggregation of risk aversion (Q2831278) (← links)
- Dynamic complex hedging in additive markets (Q2994843) (← links)
- (Q3120175) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS (Q3304208) (← links)
- A Model with Interacting Assets Driven by Poisson Processes (Q3375546) (← links)
- A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (Q3523565) (← links)
- Options Prices in Incomplete Markets (Q4606385) (← links)
- (Q4609640) (← links)
- Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
- Some recent developments in stochastic volatility modelling (Q4646765) (← links)
- On the Method of Optimal Portfolio Choice by Cost-Efficiency (Q4682703) (← links)
- Hedging jump risk, expected returns and risk premia in jump-diffusion economies (Q4683104) (← links)
- Structure-preserving equivalent martingale measures for ℋ-SII models (Q4684922) (← links)
- Convergence of Jump-Diffusion Modelsto the Black–Scholes Model (Q4795544) (← links)
- Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- Equal risk pricing of derivatives with deep hedging (Q5014191) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- General theory of geometric Lévy models for dynamic asset pricing (Q5345963) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
- On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← links)
- MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (Q5455261) (← links)
- Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (Q5484637) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)
