The following pages link to Market completion using options (Q3534746):
Displaying 15 items.
- Space-time analyticity of weak solutions to linear parabolic systems with variable coefficients (Q435852) (← links)
- Market completion with derivative securities (Q503398) (← links)
- Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty (Q1650941) (← links)
- Option spanning beyond \(L_p\)-models (Q1679558) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
- Density of the set of probability measures with the martingale representation property (Q2327953) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Risk-neutral compatibility with option prices (Q2430260) (← links)
- Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (Q2434474) (← links)
- The Heston stochastic volatility model has a boundary trace at zero volatility (Q2680218) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles (Q4988551) (← links)
- Joint Modeling and Calibration of SPX and VIX by Optimal Transport (Q5019589) (← links)
- Arbitrage-Free Neural-SDE Market Models (Q6092913) (← links)
