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~isPartOf:"Finance and stochastics"
~person:"Cox, Alexander M. G."
~person:"Širjaev, Alʹbert N."
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Cox, Alexander M. G.
Širjaev, Alʹbert N.
Choulli, Tahir
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Robust pricing and hedging under trading restrictions and the emergence of local martingale models
Cox, Alexander M. G.
;
Hou, Zhaoxu
;
Obłój, Jan
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 669-704
Persistent link: https://www.econbiz.de/10011531314
Saved in:
2
On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Širjaev, …
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
Saved in:
3
Local martingales, bubbles and option prices
Cox, Alexander M. G.
;
Hobson, David G.
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 477-492
Persistent link: https://www.econbiz.de/10003123202
Saved in:
4
The cumulant process and Esscherś change of measure
Kallsen, Jan
;
Širjaev, Alʹbert N.
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 397-428
Persistent link: https://www.econbiz.de/10001702776
Saved in:
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