Pages that link to "Item:Q5300438"
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The following pages link to Numerical option pricing in the presence of bubbles (Q5300438):
Displaying 5 items.
- On optimal arbitrage (Q990375) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (Q4683106) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
