Pages that link to "Item:Q3177164"
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The following pages link to A simple proof of the martingale property in a semi-log-normal stochastic volatility model (Q3177164):
Displaying 5 items.
- A martingale system theorem for stock investments (Q751954) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models (Q4610206) (← links)
- Revisiting linear and lognormal stochastic volatility models (Q4989150) (← links)
- Proof of non-convergence of the short-maturity expansion for the SABR model (Q5039635) (← links)
