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Inversion of convex ordering in the VIX market
Guyon, Julien
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1597-1623
Persistent link: https://www.econbiz.de/10012295626
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Election predictions as martingales : an arbitrage approach
Taleb, Nassim Nicholas
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011905812
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3
Functional Itô calculus
Dupire, Bruno
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 721-729
Persistent link: https://www.econbiz.de/10012194711
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4
Election predictions are arbitrage-free : response to Taleb : letter to the editors
Clayton, Aubrey
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1771-1774
Persistent link: https://www.econbiz.de/10012194825
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5
Martingale
transport with homogeneous stock movements
Eckstein, Stephan
;
Kupper, Michael
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 271-280
Persistent link: https://www.econbiz.de/10012424589
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A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
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A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
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8
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
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