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Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.; Jeanblanc, Monique - In: Finance and stochastics 4 (2000) 2, pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
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Introduction to a theory of value coherent with the no-arbitrage principle
Frittelli, Marco - In: Finance and stochastics 4 (2000) 3, pp. 275-297
Persistent link: https://www.econbiz.de/10001487067
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Robustness of the Black-Scholes approach in the case of options on several assets
Romagnoli, Silvia; Vargiolu, Tiziano - In: Finance and stochastics 4 (2000) 3, pp. 325-341
Persistent link: https://www.econbiz.de/10001487081
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Modelling of stock price changes : a real analysis approach
Norvaiša, Rimas - In: Finance and stochastics 4 (2000) 3, pp. 343-369
Persistent link: https://www.econbiz.de/10001487084
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Perfect option hedging for a large trader
Frey, Rüdiger - In: Finance and stochastics 2 (1998) 2, pp. 115-141
Persistent link: https://www.econbiz.de/10001235410
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Complete markets with discontinuous security price
Dritschel, Michael; Protter, Philip - In: Finance and stochastics 3 (1999) 2, pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
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Hedging contingent claims on semimartingales
Jarrow, Robert; Madan, Dilip B. - In: Finance and stochastics 3 (1999) 1, pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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Convergence of strategies : an approach using Clark-Haussmann's formula
Pedersen, Jan - In: Finance and stochastics 3 (1999) 3, pp. 323-344
Persistent link: https://www.econbiz.de/10001389113
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Implied interest rate pricing models
Hunt, Phil J. - In: Finance and stochastics 2 (1998) 3, pp. 275-293
Persistent link: https://www.econbiz.de/10001243270
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Local martingales and the fundamental asset pricing theorems in the discrete-time case
Jacod, Jean - In: Finance and stochastics 2 (1998) 3, pp. 259-273
Persistent link: https://www.econbiz.de/10001243271