PRICING BY ARBITRAGE UNDER ARBITRARY INFORMATION.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 2, p. 163, doi. 10.1111/1467-9965.00050
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 1998 AND VI 8 AND IP 2
Results: 4
1
2
A NOTE ON HEDGING IN ARCH AND STOCHASTIC VOLATILITY OPTION PRICING MODELS.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 2, p. 153, doi. 10.1111/1467-9965.00049
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- Publication type:
- Article
3
A DISCRETE TIME EQUIVALENT MARTINGALE MEASURE.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 2, p. 127, doi. 10.1111/1467-9965.00048
- By:
- Publication type:
- Article
4
ROBUSTNESS OF THE BLACK AND SCHOLES FORMULA.
- Published in:
- Mathematical Finance, 1998, v. 8, n. 2, p. 93, doi. 10.1111/1467-9965.00047
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- Publication type:
- Article