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Applied mathematical finance
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346
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331
IMF Working Papers
161
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124
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117
International journal of theoretical and applied finance
115
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113
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ECONIS (ZBW)
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1
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
2
Risk-neutral pricing and
hedging
of in-play football bets
Divos, Peter
;
Baño Rollin, Sebastian del
;
Bihari, Zsolt
; …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 315-335
Persistent link: https://www.econbiz.de/10012129154
Saved in:
3
KrigHedge : Gaussian process surrogates for Delta
hedging
Ludkovski, Mike
;
Saporito, Yuri
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 330-360
Persistent link: https://www.econbiz.de/10013411700
Saved in:
4
Hedging
option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
5
Convex
hedging
in incomplete markets
Rudloff, Birgit
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 437-452
Persistent link: https://www.econbiz.de/10003637473
Saved in:
6
Exact superreplication strategies for a class of derivative assets
Vanden, Joel M.
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10003320040
Saved in:
7
Mean-variance
hedging
with uncertain trade execution
Matsumoto, Koichi
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 219-252
Persistent link: https://www.econbiz.de/10003916153
Saved in:
8
Partial
hedging
in financial markets with a large agent
Choi, Jungmin
;
Jonsson, Mattias
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 331-346
Persistent link: https://www.econbiz.de/10003916193
Saved in:
9
Optimal weak static
hedging
of equity and credit risk using derivatives
Becherer, Dirk
;
Ward, Ian
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003975242
Saved in:
10
Mean variance
hedging
in a general jump model
Kohlmann, Michael
;
Xiong, Dewen
;
Ye, Zhongxing
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10003975266
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