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Exploding hedging errors for digital options
Gallus, Christoph - In: Finance and stochastics 3 (1999) 2, pp. 187-201
Persistent link: https://www.econbiz.de/10001367045
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Complete markets with discontinuous security price
Dritschel, Michael; Protter, Philip - In: Finance and stochastics 3 (1999) 2, pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
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Hedging and liquidation under transaction costs in currency markets
Kabanov, Yuri M. - In: Finance and stochastics 3 (1999) 2, pp. 237-248
Persistent link: https://www.econbiz.de/10001367370
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A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša; Pham, Huyên; Touzi, Nizar - In: Finance and stochastics 3 (1999) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
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Weighted norm inequalities and hedging in incomplete markets
Delbaen, Freddy (contributor) - In: Finance and stochastics 1 (1997) 3, pp. 181-227
Persistent link: https://www.econbiz.de/10001224224
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Hedging American contingent claims with constrained portfolios
Karatzas, Ioannis - In: Finance and stochastics 2 (1998) 3, pp. 215-258
Persistent link: https://www.econbiz.de/10001243272
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Robust hedging of the lookback option
Hobson, David G. - In: Finance and stochastics 2 (1998) 4, pp. 329-347
Persistent link: https://www.econbiz.de/10001247137
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Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên - In: Finance and stochastics 2 (1998) 2, pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
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Perfect option hedging for a large trader
Frey, Rüdiger - In: Finance and stochastics 2 (1998) 2, pp. 115-141
Persistent link: https://www.econbiz.de/10001235410
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Robust price bounds for the forward starting straddle
Hobson, David G.; Klimmek, Martin - In: Finance and stochastics 19 (2015) 1, pp. 189-214
Persistent link: https://www.econbiz.de/10011417160