References
- Alós , E. , León , J.A. and Vives , J. 2008 . An anticipating Itô formula for Lévy processes . ALEA Lat. Am. J. Probab. Math. Stat. , 4 : 285 – 305 .
- Arnaudon , M. , Breton , J.-C. and Privault , N. 2008 . Convex ordering for random vectors using predictable representation . Potential Anal. , 29 ( 4 ) : 327 – 349 .
- Bergenthum , J. and Rüschendorf , L. 2006 . Comparison of option prices in semimartingale models . Finance Stoch. , 10 ( 2 ) : 229 – 249 .
- Di Nunno , G. , Meyer-Brandis , Th. , Øksendal , B. and Proske , F. 2005 . Malliavin calculus and anticipative Itô formulae for Lévy processes . Infin. Dimens. Anal. Quantum Probab. Relat. Top. , 8 ( 2 ) : 235 – 258 .
- El Karoui , N. , Jeanblanc , M. and Shreve , S. 1998 . Robustness of the Black and Scholes formula . Math. Finance , 8 ( 2 ) : 93 – 126 .
- Klein , Th. , Ma , Y. and Privault , N. 2006 . Convex concentration inequalities via forward–backward stochastic calculus . Electron. J. Probab. , 11 : 27 (electronic)
- León , J.A. , Solé , J.L. and Vives , J. 2000 . Sur certaines relations entre les intégrales trajectorielles et l'opérateur de translation et son dual dans l'espace de Poisson canonique . Publ. Mat. , 44 ( 1 ) : 325 – 337 .
- Nualart , D. 2006 . The Malliavin Calculus and Related Topics , 2nd ed. , Probability and its Applications Berlin : Springer-Verlag .
- Rotschild , M. and Stiglitz , J.E. 1970 . Increasing risk: I. A definition . J. Econom. Theory , 2 : 225 – 243 .