Pages that link to "Item:Q835063"
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The following pages link to Bubbles, convexity and the Black-Scholes equation (Q835063):
Displaying 24 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- On the multiplicity of option prices under CEV with positive elasticity of variance (Q1621639) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- Hedging for the long run (Q1938979) (← links)
- Can time-homogeneous diffusions produce any distribution? (Q1950378) (← links)
- A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013) (← links)
- Bubbles in discrete-time models (Q2675818) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- A liquidity-based model for asset price bubbles (Q2873554) (← links)
- On the uniqueness of classical solutions of Cauchy problems (Q3566668) (← links)
- DUPIRE'S EQUATION FOR BUBBLES (Q4649504) (← links)
- Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (Q4683106) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
- Numerical option pricing in the presence of bubbles (Q5300438) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
