Pages that link to "Item:Q2488491"
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The following pages link to Local martingales, bubbles and option prices (Q2488491):
Displaying 49 items.
- Bubbles in discrete-time models (Q2675818) (← links)
- On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets (Q2799997) (← links)
- Strong bubbles and strict local martingales (Q2814669) (← links)
- Generalized arbitrage-free SVI volatility surfaces (Q2819096) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- A liquidity-based model for asset price bubbles (Q2873554) (← links)
- Arbitrage-free SVI volatility surfaces (Q2879012) (← links)
- The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
- Uniform Bounds for Black--Scholes Implied Volatility (Q2953944) (← links)
- A PDE approach to jump-diffusions (Q2994851) (← links)
- Asymptotics of Implied Volatility far from Maturity (Q3182423) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)
- Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
- ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253) (← links)
- Real-World Pricing for a Modified Constant Elasticity of Variance Model (Q3565103) (← links)
- On the uniqueness of classical solutions of Cauchy problems (Q3566668) (← links)
- Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824) (← links)
- Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843) (← links)
- Options Prices in Incomplete Markets (Q4606385) (← links)
- DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS (Q4608110) (← links)
- Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models (Q4610206) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← 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)
- ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS (Q4906524) (← links)
- HEDGING UNDER ARBITRAGE (Q4917300) (← links)
- A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
- STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
- Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
- THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- Valuation and Parities for Exchange Options (Q5250041) (← links)
- Numerical option pricing in the presence of bubbles (Q5300438) (← links)
- Local volatility function models under a benchmark approach (Q5484644) (← links)
- Financial models with defaultable numéraires (Q5743119) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
- The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
- Exploiting arbitrage requires short selling (Q6078117) (← links)
- Asset price bubbles, wealth preserving, dominating, and replicating trading strategies (Q6105376) (← links)
- Liquidity Based Modeling of Asset Price Bubbles via Random Matching (Q6184829) (← links)
- Martingale defects in the volatility surface and bubble conditions in the underlying (Q6549861) (← links)
- A study on asset price bubble dynamics: explosive trend or quadratic variation? (Q6587737) (← links)
- On some semi-parametric estimates for European option prices (Q6617607) (← links)
- Detecting asset price bubbles using deep learning (Q6667576) (← links)