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Pricing and valuation under the real-world measure
Frahm, Gabriel - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
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Arbitrage pricing theory in ergodic markets
Frahm, Gabriel - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
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Derivative pricing with collateralization and FX market dislocations
Moreni, Nicola; Pallavicini, Andrea - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
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Defaultable term structures driven by semimartingales
Gümbel, Sandrine; Schmidt, Thorsten - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
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Asymptotic arbitrage in the Heston model
Haba, Fatma; Jacquier, Antoine - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-18
Persistent link: https://www.econbiz.de/10011419412
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Semi-static hedging of barrier options under poisson jumps
Carr, Peter - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
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Weak and strong no-arbitrage conditions for continuous financial markets
Fontana, Claudio - In: International journal of theoretical and applied finance 18 (2015) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
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Hedging and arbitrage warrants under smile effects : analysis and evidence
Chen, Son-nan; Chen, An-Pin; Chang, Camus - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 733-758
Persistent link: https://www.econbiz.de/10001612209
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A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander; López de Prado, Marcos M. - In: International journal of theoretical and applied finance 23 (2020) 8, pp. 1-34
Persistent link: https://www.econbiz.de/10012496922
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Pricing derivatives in hermite markets
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Mittnik, Stefan - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-27
Persistent link: https://www.econbiz.de/10012153100