The following pages link to Expensive martingales (Q5484645):
Displayed 11 items.
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Characteristic functions and option valuation in a Markov chain market (Q651452) (← links)
- Consistent variance curve models (Q854272) (← links)
- Tangent Lévy market models (Q1761433) (← links)
- Local volatility dynamic models (Q2271723) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994) (← links)
- MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS (Q2800003) (← links)
- A PDE approach to jump-diffusions (Q2994851) (← links)
- THE RANGE OF TRADED OPTION PRICES (Q3446056) (← links)
- A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS (Q5411745) (← links)