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Dual pricing of multi-exercise options under volume constraints
Bender, Christian
- In:
Finance and Stochastics
15
(
2011
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10008925428
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2
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and Stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10005390686
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3
On q-optimal martingale measures in exponential Lévy models
Bender, Christian
;
Niethammer, Christina
- In:
Finance and Stochastics
12
(
2008
)
3
,
pp. 381-410
Persistent link: https://www.econbiz.de/10005390702
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