Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing.

Convergence of Discrete Time Options Pricing Models under Stochastic Rates

Lesne, J.P., (1997)

Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case.

Prigent, J.L., (1997)

Option Pricing with a General Market Point Process

Prigent, J.L., (1997)