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subject:"Option pricing theory"
~isPartOf:"Applied mathematical finance"
~person:"Bouveret, Géraldine"
~person:"Kallsen, Jan"
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Option pricing theory
Hedging
2
Optionspreistheorie
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Stochastic process
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Bermudan options
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Bouveret, Géraldine
Kallsen, Jan
Baldeaux, Jan
2
Aly, Sidi Mohamed Ould
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Applied mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematical Finance, 2008, 18(3), 473-492
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Mathematics and financial economics
1
Mathematics of operations research
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Review of derivatives research
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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arXiv preprint 1309.7833
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Dual representation of the cost of designing a portfolio satisfying multiple risk constraints
Bouveret, Géraldine
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 222-256
Persistent link: https://www.econbiz.de/10012210285
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Variance-optimal hedging for time-changed Lévy processes
Kallsen, Jan
;
Pauwels, Arnd Philipp
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009154430
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