The following pages link to Expensive martingales (Q5484645):
Displaying 13 items.
- Dynamics of state price densities (Q302157) (← links)
- 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)
- Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← 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)