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Martingale pricing
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1	Arbitrage Free Dispersion∗ Piotr Orlowski Andr´as Sali Fabio Trojani Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:22:52 Economy Mathematical finance Finance Money Stochastic discount factor Arbitrage Cumulant Futures contract Martingale pricing
2	Robust pricing and hedging under trading restrictions and the emergence of local martingale models∗ Alexander M. G. Cox† Zhaoxu Hou‡ Add to Reading List Source URL: www.maths.bath.ac.uk Language: English - Date: 2014-06-04 05:11:09
3	Robust Fundamental Theorem for Continuous Processes Sara Biagini∗ Bruno Bouchard† Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2014-10-18 10:56:26 Stochastic processes Probability theory Ordinal number Martingale Local martingale Semimartingale Risk-neutral measure Fundamental theorem of asset pricing Sobolev space Statistics Martingale theory Mathematical finance
4	American Economic Review: Papers & Proceedings 100 (May 2010): 522–526 http://www.aeaweb.org/articles.php?doi=aerAsset Pricing: New Risk Channels † Affine Disagreement and Asset Pricing Add to Reading List Source URL: www.mit.edu Language: English - Date: 2011-01-13 12:13:06 Economics Behavioral finance Stochastic processes Rare disasters Utility Risk aversion Risk premium Risk Martingale Financial economics Actuarial science Statistics
5	Finance without Probabilistic Prior Assumptions Frank Riedel∗ Institute of Mathematical Economics Bielefeld University July 6, 2011 Add to Reading List Source URL: www.parisschoolofeconomics.eu Language: English - Date: 2012-12-19 16:23:44 Stochastic processes Mathematical sciences Probability theory Martingale theory Fundamental theorem of asset pricing Financial markets Risk-neutral measure Martingale Probability space Mathematical finance Statistics Financial economics
6	Minimax Option Pricing Meets Black-Scholes in the Limit ∗ Jacob Abernethy Rafael M. Frongillo Add to Reading List Source URL: web.eecs.umich.edu Language: English - Date: 2013-10-28 18:03:14 Martingale theory Mathematical finance Equations Options Black–Scholes Wiener process Martingale Lookback option Brownian motion Statistics Stochastic processes Probability theory
7	Time Consistent Pricing Procedure Calibration on both liquid and illiquid assets Pricing under model uncertainty B ID ASK DYNAMIC PRICING IN FINANCIAL MARKETS Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 15:13:56 Measurement Stochastic processes Competition Business Martingale Calibration Time-based pricing Statistics Pricing Marketing
8	Robust Pricing and Hedging of Options on Variance Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-26 11:24:02 Mathematical finance Brownian motion Colloidal chemistry Variance swap Martingale Local martingale Stopping time Economic model Statistics Stochastic processes Martingale theory
9	Finance 400 A. Penati - G. Pennacchi Arbitrage-Free Binomial Models of the Term Structure Earlier, in our discussion of martingale pricing theory, we showed that the absence of arbitrage implied that the date t price of Add to Reading List Source URL: home.cerge-ei.cz Language: English - Date: 2001-10-17 18:36:32 Economics Options Binomial options pricing model Yield curve Risk-neutral measure Bond option Derivative Bond Arbitrage Financial economics Mathematical finance Finance
10	Climate Risk Management: the Case of Tropical Cyclones Carolyn W. Changa, Jack S.K. Changb, Kian Guan Limc JEL classification: G13 Keywords: Tropical cyclones, Catastrophe risk management, Doubly-binomial Tree with stoc Add to Reading List Source URL: raw.rutgers.edu Language: English - Date: 2010-05-24 12:29:47 Futures contract Binomial options pricing model Martingale pricing Trinomial tree Hurricane Wilma Derivative Forward contract Risk-neutral measure Tropical cyclone Financial economics Mathematical finance Finance