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Hedging, speculation, and investment in balance-sheet triggered currency crises
Röthig, Andreas; Semmler, Willi; Flaschel, Peter - 2006
Persistent link: https://www.econbiz.de/10003325223
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Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen; Sandmann, Klaus; Schlögl, Erik - 2010
Persistent link: https://www.econbiz.de/10008662192
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The risk management of minimum return guarantees
Mahayni, Antje; Schlögl, Erik - 2003
Persistent link: https://www.econbiz.de/10002250900
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Hedging diffusion processes by local risk-minimisation with applications to index tracking
Cowell, David; Hassan, Nadima el; Kwon, Oh Kang - 2004
Persistent link: https://www.econbiz.de/10002253916