Free Access
Volume 11, February 2007
Special Issue: "Stochastic analysis and mathematical finance" in honor of Nicole El Karoui's 60th birthday
Page(s) 35 - 39
Published online 01 March 2007
  1. M. Atlan, H. Geman, D.B. Madan and M. Yor, Correlation and the pricing of risks. Prépublications du Laboratoire de Probabilités et Modèles Aléatoires (2004), No. 877.
  2. T. Björk, Interest rate theory, in Financial Mathematics, W.J. Runggaldier Ed., Lecture Notes in Mathematics, Springer, Berlin (1997) 53–122.
  3. T. Björk, Arbitrage Theory in Continuous Time. Oxford University Press (1998/2004).
  4. P. Brémaud and M. Yor, Changes of Filtrations and of Probability Measures. Z. Wahrscheinlichkeitstheorie verw. Gebiete 45 (1978) 269–295. [CrossRef]
  5. F. Delbaen and W. Schachermayer, Non-arbitrage and the fundamental theorem of asset pricing: Summary of main results. Proceedings of Symposia in Applied Mathematics of the AMS (1997).
  6. H. Geman, N. El Karoui and J.-C. Rochet, Changes of numéraire, changes of probability measure and option pricing. J. Appl. Probab. 32 (1995) 443–458. [CrossRef] [MathSciNet]
  7. A. Gombani, S. Jaschke and W. Runggaldier, A filtered no arbitrage model for term structures from noisy data. Stochastic Processes Appl. 115 (2005) 381–400. [CrossRef]

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