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1
Martingale
densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
Saved in:
2
The intertemporal behaviour of asset prices and the equivalent
martingale
measure for the valuation of contingent claims
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1989
Persistent link: https://www.econbiz.de/10000760810
Saved in:
3
Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W.
-
2009
Persistent link: https://www.econbiz.de/10003756274
Saved in:
4
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
5
Equivalent
martingale
measures and Lévy processes
Barbachan, José Santiago Fajardo
- In:
Revista brasileira de economia : RBE ; revista da …
60
(
2006
)
4
,
pp. 353-361
Persistent link: https://www.econbiz.de/10003423429
Saved in:
6
The minimal entropy
martingale
measure (MEMM) for a Markov-modulated exponential Lévy model
Momeya, Romuald Hervé
;
Ben Salah, Zied
- In:
Asia-Pacific financial markets
19
(
2012
)
1
,
pp. 63-98
Persistent link: https://www.econbiz.de/10009532269
Saved in:
7
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
8
Randomised mixture models for pricing kernels
Macrina, Andrea
;
Parbhoo, Priyanka A.
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
Saved in:
9
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
Saved in:
10
Equivalent
martingale
measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
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