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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
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On the range of options prices
Eberlein, Ernst - In: Finance and stochastics 1 (1997) 2, pp. 131-140
Persistent link: https://www.econbiz.de/10001217943
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Lévy term structure models: No-arbitrage and completeness
Eberlein, Ernst; Jacod, Jean; Raible, Sebastian - In: Finance and stochastics 9 (2005) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10008222975
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From implied to spot volatilities
Jacod, Jean; Protter, Philip - In: Finance and stochastics 14 (2010) 2, pp. 157-178
Persistent link: https://www.econbiz.de/10008392533
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Lévy term structure models: no-arbitrage and completeness
Eberlein, Ernst; Jacod, Jean; Raible, Sebastian - In: Finance and stochastics 9 (2005) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10002497073
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Risk-neutral compatibility with option prices
Jacod, Jean; Protter, Philip E. - In: Finance and stochastics 14 (2010) 2, pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
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Minimal Hellinger martingale measures of order q
Choulli, Tahir; Stricker, Christophe; Li, Jia - In: Finance and stochastics 11 (2007) 3, pp. 399-428
Persistent link: https://www.econbiz.de/10008221757