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Market completion with derivative securities
Schwarz, Daniel C. - In: Finance and stochastics 21 (2017) 1, pp. 263-284
Persistent link: https://www.econbiz.de/10011944367
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Pricing vulnerable claims in a Lévy-driven model
Capponi, Agostino; Pagliarani, Stefano; Vargiolu, Tiziano - In: Finance and stochastics 18 (2014) 4, pp. 755-789
Persistent link: https://www.econbiz.de/10010413669
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Existence of an endogenously complete equilibrium driven by a diffusion
Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011416985
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Robust price bounds for the forward starting straddle
Hobson, David G.; Klimmek, Martin - In: Finance and stochastics 19 (2015) 1, pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
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Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo; Rásonyi, Miklós - In: Finance and stochastics 19 (2015) 2, pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
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Forward equations for option prices in semimartingale models
Bentata, Amel; Cont, Rama - In: Finance and stochastics 19 (2015) 3, pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
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The existence of dominating local martingale measures
Imkeller, Peter; Perkowski, Nicolas - In: Finance and stochastics 19 (2015) 4, pp. 685-717
Persistent link: https://www.econbiz.de/10011420345
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How non-arbitrage, viability and numéraire portfolio are related
Choulli, Tahir; Deng, Jun; Ma, Junfeng - In: Finance and stochastics 19 (2015) 4, pp. 719-741
Persistent link: https://www.econbiz.de/10011420437
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An explicit martingale version of the one-dimensional Brenier theorem
Henry-Labordère, Pierre; Touzi, Nizar - In: Finance and stochastics 20 (2016) 3, pp. 635-668
Persistent link: https://www.econbiz.de/10011531053
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A note on the condition of no unbounded profit with bounded risk
Takaoka, Koichiro; Schweizer, Martin - In: Finance and stochastics 18 (2014) 2, pp. 393-405
Persistent link: https://www.econbiz.de/10010340680