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isPartOf:"The journal of computational finance"
~isPartOf:"Journal of economic dynamics & control"
~person:"Andreasen, Jesper Fredborg"
~person:"Chen, Yingshan"
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The journal of computational finance
Journal of economic dynamics & control
Review of derivatives research
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Superhedging under ratio constraint
Chen, Yingshan
;
Dai, Min
;
Xu, Jing
;
Xu, Mingyu
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 250-264
Persistent link: https://www.econbiz.de/10011574773
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Static replication of barrier options : some general results
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
; …
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001695829
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