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subject:"Derivat"
~isPartOf:"Applied mathematical finance"
~person:"Benth, Fred Espen"
~person:"Hofer, Markus"
~subject:"CAPM"
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Derivat
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Derivative
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Option pricing theory
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delta hedging
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dual measure
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hyper-exponential jump diffusion
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lookback options
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Benth, Fred Espen
Hofer, Markus
Cohen, Samuel N.
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Aly, Sidi Mohamed Ould
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Bossu, Sébastien
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Eberlein, Ernst
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Holtz, Markus
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Houdré, Christian
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Kwok, Yue-Kuen
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Applied mathematical finance
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
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2
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
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