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~person:"Coleman, Thomas F."
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Coleman, Thomas F.
Broll, Udo
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33
Zilcha, Itzhak
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ECONIS (ZBW)
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1
Learning sequential option hedging models from market data
Nian Ke
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256585
Saved in:
2
Learning minimum variance discrete hedging directly from the market
Nian Ke
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1115-1128
Persistent link: https://www.econbiz.de/10011911526
Saved in:
3
Risk-minimization hedging under nonoptimal exercising
Levchenkov, Dmitriy
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Journal of risk
13
(
2010/11
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10009233505
Saved in:
4
Discrete hedging of American-type options using local risk minimization
Coleman, Thomas F.
;
Levchenkov, Dmitriy
;
Li, Yuying
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3398-3419
Persistent link: https://www.econbiz.de/10003577412
Saved in:
5
Derivative portfolio hedging based on CVaR
Alexander, Siddharth
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Risk measures for the 21st century
,
(pp. 339-363)
.
2004
Persistent link: https://www.econbiz.de/10002081633
Saved in:
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