Search Results for: Mathematical equipment
m. loewenstein, and g. a. willard. options and bubbles. rev. financ. stud., ( ): – , . [ ] d. hobson. robust hedging of the lookback option. finance stoch., ( ): – , . [ ] d. hobson. the skorokhod embedding problem and model-independent bounds for option prices. in paris-princeton lectures on mathematical
and related stochastic calculus of itô type. in stochastic analysis and applications, volume of abel symp., pages – , springer, berlin, . [ ] s. peng. multi-dimensionalg-brownian motion and related stochastic calculus under g-expectation. stochastic process. appl., ( ): – , . [ ] p. protter. a mathematical...
http://www.math.columbia.edu/~mnutz/docs/EquilibUVM.pdf