共 31 条
[1]
ANDERSEN L, 2006, MOMENT EXPLOSIONS S, DOI DOI 10.1007/S00780-006-0011-7
[2]
Andersen L., 2005, J. Comput. Finance, V9, P1, DOI [10.21314/JCF.2005.127, DOI 10.21314/JCF.2005.127]
[3]
Beckenbach E. F., 1971, INEQUALITIES
[4]
CHEN RR, 2002, STOCHASTIC VOLATILIT
[6]
Local martingales, bubbles and option prices
[J].
FINANCE AND STOCHASTICS,
2005, 9 (04)
:477-492
[9]
Dragulescu A. A., 2002, Quantitative Finance, V2, P443, DOI 10.1088/1469-7688/2/6/303
[10]
Duffie D., 1992, DYNAMIC ASSET PRICIN