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On the Uniqueness of Martingales with Certain Prescribed Marginals
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 557-575
- Print publication:
- June 2013
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Characterizing Attainable Claims: A New Proof
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- Journal:
- Journal of Applied Probability / Volume 47 / Issue 4 / December 2010
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1013-1022
- Print publication:
- December 2010
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Asymptotics of Implied Volatility far from Maturity
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- Journal:
- Journal of Applied Probability / Volume 46 / Issue 3 / September 2009
- Published online by Cambridge University Press:
- 14 July 2016, pp. 629-650
- Print publication:
- September 2009
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