The following pages link to (Q5294261):
Displaying 19 items.
- Negative call prices (Q470687) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- Option pricing with quadratic volatility: a revisit (Q483708) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- Hedging for the long run (Q1938979) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
- Expectation of local times and the Dupire formula (Q2145798) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- The tail estimation of the quadratic variation of a quasi left continuous local martingale (Q2472331) (← links)
- On certain integral functionals of squared Bessel processes (Q2804020) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- Theory of Cryptocurrency Interest Rates (Q5112534) (← links)
- STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
- Valuation and Parities for Exchange Options (Q5250041) (← links)
- Financial models with defaultable numéraires (Q5743119) (← links)
