Stock market prices and long-range dependence Walter WillingerMurad S. TaqquVadim Teverovsky Pages: 1 - 13
A closed-form solution to the problem of super-replication under transaction costs Jakša CvitanićHuyên PhamNizar Touzi Pages: 35 - 54
Connecting discrete and continuous path-dependent options Mark BroadiePaul GlassermanS.G. Kou Pages: 55 - 82