Author:
Dritschel Michael,Protter Philip
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Cited by
24 articles.
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1. Multiverse Pricing Models;SSRN Electronic Journal;2023
2. A variation of the Azéma martingale and drawdown options;Mathematical Finance;2019-02-28
3. La martingale d’Azéma;Lecture Notes in Mathematics;2019
4. Volatility smile as relativistic effect;Physica A: Statistical Mechanics and its Applications;2017-06
5. Volatility Smile as Relativistic Effect;SSRN Electronic Journal;2017