A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING
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Publication:3523565
DOI10.1142/S0219024901000894zbMath1153.91537OpenAlexW2154650733MaRDI QIDQ3523565
Publication date: 3 September 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024901000894
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Cites Work
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- On the range of options prices
- A hyperbolic diffusion model for stock prices
- Convergence of discrete time option pricing models under stochastic interest rates
- When Does Convergence of Asset Price Processes Imply Convergence of Option Prices?
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
- [https://portal.mardi4nfdi.de/wiki/Publication:4155579 Sur l'int�grabilit� uniforme des martingales exponentielles]
- Option Pricing With V. G. Martingale Components1
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