Geodesic

Stochastic financial mathematics

Preface
p. 7-11
Vector Stochastic Integrals and the Fundamental Theorems of Asset Pricing
p. 12-56
On the Unity of Quantitative Methods of Pricing in Finance and Insurance
p. 57-79
Bounds on Option Prices for Semimartingale Market Models
p. 80-122
On Option Pricing in Certain Incomplete Markets
p. 123-142
On Upper and Lower Prices in Discrete-Time Models
p. 143-148
Combined Stochastic Control and Optimal Stopping, and Application
p. 149-172
Financial Market with Interacting Assets. Pricing Barrier Options
p. 173-184
Geometric Lévy Process Pricing Model
p. 185-200
Option Pricings in an Incomplete Market with Regime Switching
p. 201-211
A Note on Martingale Measures with Bounded Densities
p. 212-216
Hedging in a Model with Transaction Costs
p. 217-223
The Absence of Arbitrage in a Mixed Brownian–Fractional Brownian Model
p. 224-233
Sensitivity of the Black–Scholes Option Price to the Local Path
p. 234-248
The Cheapest Superstrategy without Optional Decomposition
p. 249-255
Perpetual Options for Lévy Processes in the Bachelier Model
p. 256-264
Symmetric Integrals and Their Application in Financial Mathematics
p. 265-278
The Pricing of an Option That Is a Combination of Russian and Integral Russian Options
p. 279-289
On Lower and Upper Functions for Square Integrable Martingales
p. 290-301
Comparison of Certain Models and Results of Stochastic Financial Mathematics with Real Data
p. 302-319