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Forward equations for option prices in semimartingale modelsBentata, Amel; Cont, Rama · Finance and Stochastics · 2015
Arbitrage-free market models for option prices: theMartin Schweizer; Johannes Wissel · 2008
Risk-Neutral Models for Emission Allowance Prices and Option ValuationCarmona, René; Hinz, Juri · Management Science · 2011
On Continuity Properties for Option Prices in Exponential Lévy ModelsCawston, S.; Vostrikova, L. · Theory of Probability & Its Applications · 2010
CONVERGENCE OF MINIMUM ENTROPY OPTION PRICES FOR WEAKLY CONVERGING INCOMPLETE MARKET MODELSHUBALEK, FRIEDRICH; HUDETZ, THOMAS · International Journal of Theoretical and Applied Finance · 2000
Integro-differential equations for option prices in exponential Lévy modelsRama Cont; Ekaterina Voltchkova · Finance and Stochastics · 2005
A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELSRoss A. Maller; David H. Solomon; Alex Szimayer · 2006
A Transformation Property of Minimal MetricsRachev, S. T.; Ruschendorf, L. · Theory of Probability & Its Applications · 1991
Approximate Independence of Distributions on Spheres and Their Stability PropertiesRachev, S. T.; Ruschendorf, L. · The Annals of Probability · 1991
Strong Markov ProcessesDynkin, E. B.; Yushkevich, A. A. · Theory of Probability & Its Applications · 1956
News of Scientific LifeBorisov, I. S. · Theory of Probability & Its Applications · 2012
Well Calibrated, Coherent Forecasting SystemsBerti, P.; Regazzini, E.; Rigo, P. · Theory of Probability & Its Applications · 1998
In memoriam: Vitautas Antanovich StatuleviciusTheory of Probability & Its Applications · 2005
News of Scientific LifeCherny, A. · Theory of Probability & Its Applications · 2008
On Discrete Service SystemsBorovkov, A. A. · Theory of Probability & Its Applications · 1963
On Convergence of SubmartingalesKruglov, V. M. · Theory of Probability & Its Applications · 2009
On Stochastic ApproximationGladyshev, E. G. · Theory of Probability & Its Applications · 1965