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Silber, Jacques
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1
Essays on incomplete financial markets
Ebmeyer, Dirk
-
2002
Persistent link: https://www.econbiz.de/10001656705
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2
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
Saved in:
3
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
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4
A note on a new weighted idiosyncratic risk measure
Jan, Yin-Ching
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
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5
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
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6
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
7
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
8
Equivalent
martingale
measures and Lévy processes
Barbachan, José Santiago Fajardo
- In:
Revista brasileira de economia : RBE ; revista da …
60
(
2006
)
4
,
pp. 353-361
Persistent link: https://www.econbiz.de/10003423429
Saved in:
9
Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W.
-
2009
Persistent link: https://www.econbiz.de/10003756274
Saved in:
10
Illustration on
Martingale
Pricing Without Risk Neutral Measure
Yan, Zhaoxun
-
2014
The
martingale
pricing has been proved in academics. However, most textbooks do not address this method explicitly … illustrates the proof of
martingale
pricing by an alternative numeraire alone and discusses its theoretical meaning and conditions …
Persistent link: https://www.econbiz.de/10013058657
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