Narrow search
Showing 1 - 10 of 22
Cover Image
An approximate approach to the exponential utility indifference
Arai, Takuji - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 475-503
Persistent link: https://www.econbiz.de/10003463454
Cover Image
Valuation of compound option when the underlying asset is non-tradable
Liu, Yu-hong - In: International journal of theoretical and applied finance 13 (2010) 3, pp. 441-458
Persistent link: https://www.econbiz.de/10008904358
Cover Image
Quadratic hedging for the Bates model
Hubalek, Friedrich; Sgarra, Carlo - In: International journal of theoretical and applied finance 10 (2007) 5, pp. 873-885
Persistent link: https://www.econbiz.de/10003564682
Cover Image
Hedging (co)variance risk with variance swaps
Fonseca, José da; Grasselli, Martino; Ielpo, Florian - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Cover Image
Priority option : the value of being a leader
Grasselli, M. R.; Leclère, Vincent; Ludkovski, M. - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10009725087
Cover Image
Robust mean-variance hedging and pricing of contingent claims in a one period model
Tevzadze, Revaz; Uzunashvili, T. - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10009624486
Cover Image
Pricing illiquid options with n + 1 liquid proxies using mixed dynamic-static hedging
Halperin, Igor; Itkin, Andrey - In: International journal of theoretical and applied finance 16 (2013) 7, pp. 1-17
Persistent link: https://www.econbiz.de/10010233264
Cover Image
Utility based pricing and hedging of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
Cover Image
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique; Leniec, Marta - In: International journal of theoretical and applied finance 18 (2015) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Cover Image
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich; Cheang, Gerald H. L.; Chiarella, Carl - In: International journal of theoretical and applied finance 18 (2015) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10011403772