Publisher
Springer International Publishing
Reference15 articles.
1. R. Cont, P. Tankov, Financial Modelling with Jump Processes. Chapman & Hall/CRC Financial Mathematics Series (Chapman & Hall/CRC, New York, 2004)
2. H. Dengler, R. Jarrow, Option pricing using a binomial model with random time steps (a formal model of gamma hedging). Rev. Deriv. Res. 1, 107–138 (1997)
3. L. Eisenberg, R. Jarrow, Option pricing with random volatilities in complete markets. Rev. Quant. Finance Acc. 4, 5–17 (1994)
4. J. Jacod, P. Protter, Risk neutral compatibility with option prices. Finance Stoch. 14, 285–315 (2010)
5. R. Jarrow, Asset price bubbles. Annu. Rev. Financ. Econ. 7, 201–218 (2015)