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~person:"Yor, Marc"
~subject:"Law invariant risk measures"
~subject:"Option trading"
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Bid and ask prices as non-linear continuous time G-expectations based on distortions
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Mathematics and financial economics
8
(
2014
)
3
,
pp. 265-289
Persistent link: https://www.econbiz.de/10010365556
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Lévy processes in finance : a remedy to the non-stationarity of continuous martingales
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001247134
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