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Martingales and Super-Martingales Relative to a Convex Set of Equivalent Measures
Nicholas S. Gonchar
Adv. Pure Math.
Vol.8 No.4, April 24, 2018
DOI:
10.4236/apm.2018.84025
(PDF 552K)
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Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale
E. R. Offen,
E. M. Lungu
J. Math. Finance
Vol.5 No.3, July 30, 2015
DOI:
10.4236/jmf.2015.53025
(PDF 451K)
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The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option
Sure Mataramvura
J. Math. Finance
Vol.2 No.4, November 19, 2012
DOI:
10.4236/jmf.2012.24031
(PDF 251K)
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The Optimal Hedging Ratio for Contingent Claims Based on Different Risk Aversions
Jianhua Guo
Open J. Bus. Manag.
Vol.7 No.2, March 07, 2019
DOI:
10.4236/ojbm.2019.72030
(PDF 360K)
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Option Pricing with Stochastic Volatility
Rossano Giandomenico
J. Appl. Math. Phys.
Vol.3 No.12, December 25, 2015
DOI:
10.4236/jamp.2015.312189
(PDF 364K)
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