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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Stochastic process
Hedging
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Série des documents de travail / Centre de Recherche en Économie et Statistique
International journal of theoretical and applied finance
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1
Exponential
hedging
and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
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2
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
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3
Stochastic targets with mixed diffusion processes and viscosity solutions
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548992
Saved in:
4
Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
-
1999
Persistent link: https://www.econbiz.de/10001355592
Saved in:
5
Option
hedging
and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
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