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Lax, M., Cai, W. and Xu, M. (2006) Random Processes in Physics and Finance. Oxford University Press, New York.
https://doi.org/10.1093/acprof:oso/9780198567769.001.0001

has been cited by the following article:

• TITLE: Risk-Neutral Pricing of European Call Options: A Specious Concept

  AUTHORS: Daniel T. Cassidy

  KEYWORDS: Risk-Neutral Pricing, European Call Options, Girsanov’s Theorem, Specious

  JOURNAL NAME: Journal of Mathematical Finance, Vol.8 No.2, May 9, 2018

  ABSTRACT: Risk-neutral pricing of European call options is investigated from a mathematical point-of-view and is found to be a specious concept1. Risk-neutral pricing of European call options is an approximation in which all terms of order are ignored, where is the risk premium and σ is the volatility.