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DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 493-518
Persistent link: https://www.econbiz.de/10008103933
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ARTICLES - Exponential Hedging and Entropic Penalties
Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; … - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 99-124
Persistent link: https://www.econbiz.de/10008216393
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ARTICLES - A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
Heath, David; Platen, Eckhard; Schweizer, Martin - In: Mathematical finance : an international journal of … 11 (2001) 4, pp. 385-414
Persistent link: https://www.econbiz.de/10008216772
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On Feedback Effects from Hedging Derivatives
Platen, Eckhard; Schweizer, Martin - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 67-84
Persistent link: https://www.econbiz.de/10008219350
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TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
Schweizer, Martin; Wissel, Johannes - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 77-114
Persistent link: https://www.econbiz.de/10008221370
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DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
Klöppel, Susanne; Schweizer, Martin - In: Mathematical finance : an international journal of … 17 (2007) 4, pp. 599
Persistent link: https://www.econbiz.de/10008221609
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Risk-Minimizing Hedging Strategies under Restricted Information
Schweizer, Martin - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 327-342
Persistent link: https://www.econbiz.de/10008223915