Shifting martingale measures and the birth of a bubble as a submartingale

By Biagini Francesca   Föllmer Hans   Nedelcu Sorin  

Finance and Stochastics, Vol. 18, Iss. 2, 2014-04 ,pp. : 297-326

Springer Publishing Company

Access to resources Recommend Favorite

A class of stochastic volatility models and the q-optimal martingale measure

By Sabanis Sotirios  

Quantitative Finance, Vol. 12, Iss. 7, 2012-07 ,pp. : 1111-1117

Routledge Ltd

Access to resources Recommend Favorite

Momentum and reversion in risk neutral martingale probabilities

By Madan Dilip B.  

Quantitative Finance, Vol. 14, Iss. 5, 2014-05 ,pp. : 777-787

Routledge Ltd

Access to resources Recommend Favorite

A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction*

By Jurczenko Emmanuel   Maillet Bertrand   Negrea Bogdan  

Quantitative Finance, Vol. 4, Iss. 5, 2004-10 ,pp. : 479-488

Routledge Ltd

Access to resources Recommend Favorite

Quality measures of scoring models

By Siarka Paweł  

Journal of Risk Management in Financial Institutions, Vol. 5, Iss. 4, 2012-05 ,pp. : 432-446

Henry Stewart Publications

Access to resources Recommend Favorite