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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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Superreplication under model uncertainty in discrete time
Nutz, Marcel - In: Finance and stochastics 18 (2014) 4, pp. 791-803
Persistent link: https://www.econbiz.de/10010416246
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A note on the condition of no unbounded profit with bounded risk
Takaoka, Koichiro; Schweizer, Martin - In: Finance and stochastics 18 (2014) 2, pp. 393-405
Persistent link: https://www.econbiz.de/10010340680
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Robust hedging with proportional transaction costs
Dolinsky, Yan; Soner, Halil Mete - In: Finance and stochastics 18 (2014) 2, pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
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Pricing of contingent claims in large markets
Mostovyi, Oleksii; Siorpaes, Pietro - In: Finance and stochastics 29 (2025) 1, pp. 177-217
Persistent link: https://www.econbiz.de/10015394781
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Optional projection under equivalent local martingale measures
Biagini, Francesca; Mazzon, Andrea; Perkkiö, Ari-Pekka - In: Finance and stochastics 27 (2023) 2, pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
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The existence of dominating local martingale measures
Imkeller, Peter; Perkowski, Nicolas - In: Finance and stochastics 19 (2015) 4, pp. 685-717
Persistent link: https://www.econbiz.de/10011420345
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A semimartingale BSDE related to the minimal entropy martingale measure
Mania, Michael; Santacroce, Marina; Tevzadze, Revaz - In: Finance and stochastics 7 (2003) 3, pp. 385-402
Persistent link: https://www.econbiz.de/10001771742
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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
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Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian; Sottinen, Tommi; Valkeila, Esko - In: Finance and stochastics 12 (2008) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10003899260