Kallsen, Jan; Krühner, Paul On uniqueness of solutions to martingale problems – counterexamples and sufficient criteria. (English) Zbl 07252727 Electron. J. Probab. 25, Paper No. 95, 33 p. (2020). MSC: 47G30 60J35 60J75 PDF BibTeX XML Cite \textit{J. Kallsen} and \textit{P. Krühner}, Electron. J. Probab. 25, Paper No. 95, 33 p. (2020; Zbl 07252727) Full Text: DOI Euclid
Kallsen, Jan; Krühner, Paul On a Heath-Jarrow-Morton approach for stock options. (English) Zbl 1390.91302 Finance Stoch. 19, No. 3, 583-615 (2015). MSC: 91G20 60G51 91G30 PDF BibTeX XML Cite \textit{J. Kallsen} and \textit{P. Krühner}, Finance Stoch. 19, No. 3, 583--615 (2015; Zbl 1390.91302) Full Text: DOI