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~person:"Bouchard, Bruno"
~person:"Platen, Eckhard"
~subject:"Optionspreistheorie"
~type_genre:"Graue Literatur"
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Optionspreistheorie
Hedging
17
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Bouchard, Bruno
Platen, Eckhard
Kohlmann, Michael
10
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5
Tang, Shanjian
5
Engle, Robert F.
4
Rosenberg, Joshua V.
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Soner, Halil Mete
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Ulmann, Florian Michael Till
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1
Less expensive pricing and
hedging
of long-dated equity index options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
Saved in:
2
A hybrid model for pricing and
hedging
of long dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
-
2013
Persistent link: https://www.econbiz.de/10010349514
Saved in:
3
Exponential
hedging
and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
4
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
Saved in:
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