Pages that link to "Item:Q2654811"

The following pages link to Option prices as probabilities. A new look at generalized Black-Scholes formulae (Q2654811):

Displaying 17 items.

• A reading guide for last passage times with financial applications in view (Q354200) (← links)
• Obituary: Marc Yor (24 July 1949 -- 9 July 2014). A beautiful mind has disappeared (Q402396) (← links)
• On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales (Q424488) (← links)
• Call option prices based on Bessel processes (Q539516) (← links)
• A remark on static hedging of options written on the last exit time (Q660160) (← links)
• On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
• A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\) (Q961008) (← links)
• Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
• Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
• On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
• Strict local martingales and bubbles (Q2354886) (← links)
• Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
• First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
• Characteristics and Constructions of Default Times (Q5123452) (← links)
• Minimal subharmonic functions and related integral representations (Q6186445) (← links)