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subject:"Option pricing theory"
~isPartOf:"Applied mathematical finance"
~person:"Hughston, Lane P."
~person:"Kallsen, Jan"
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Option pricing theory
Hedging
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Optionspreistheorie
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Stochastic process
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Brownian motion
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Hughston, Lane P.
Kallsen, Jan
Baldeaux, Jan
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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
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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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Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
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2
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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