Probabilistic aspects of options
Authors: | Foellmer, Hans |
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Institutions: | University of Bonn, Germany |
Subject: | Options | Financial markets | contingent claims | Brownian motion | Risk exchanges |
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Optionspreistheorie bei vagen Daten
Korolev, Konstantin, (1999)
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Sturm, Ray, (2009)
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CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS
Milne, Frank, (1994)
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Hedging of contingent claims under incomplete information
Foellmer, Hans,
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Hedging of non-redundant contingent claims
Foellmer, Hans, (1985)
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Acciaio, Beatrice, (2010)
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