✦ LIBER ✦

Microfoundations for diffusion price processes

✍ Scribed by Mikko S. Pakkanen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

No Arbitrage Condition for Positive Diff

✍ Freddy Delbaen; Hiroshi Shirakawa 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 90 KB

Comparison theorems for diffusion proces

✍ Pawel Kröger 📂 Article 📅 1990 🏛 Springer US 🌐 English ⚖ 649 KB

Fluctuation Relations for Diffusion Proc

✍ Raphaël Chetrite; Krzysztof Gawȩdzki 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 616 KB

Diffusion approximation for storage proc

✍ Keigo Yamada 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 322 KB

Modeling Greek equity prices using jump

✍ George Dotsis; Dimitris Psychoyios; Raphael N. Markellos 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 812 KB

Option pricing under a Gamma-modulated d

✍ Pilar Iglesias; Jaime San Martín; Soledad Torres; Frederi Viens 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 664 KB