Narrow search
Showing 1 - 10 of 626
Cover Image
Analytical path-integral pricing of deterministic moving-barrier options under non-gaussian distributions
Catalão, André; Rosenfeld, Rogério - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-52
Persistent link: https://www.econbiz.de/10012270883
Cover Image
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick; Ladde, Gangaram S. - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
Cover Image
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel - In: International journal of theoretical and applied finance 21 (2018) 8, pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
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
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
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
Information and entropy in incomplete markets
Tabakis, Evangelos - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 561
Persistent link: https://www.econbiz.de/10001524389
Cover Image
Information, model performance, pricing and trading measures in incomplete markets
Huang, Jinggang; Sandow, Sven; Friedman, Craig - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 373-400
Persistent link: https://www.econbiz.de/10003344314
Cover Image
The minimal k-entropy martingale measure
Trivellato, Barbara - In: International journal of theoretical and applied finance 15 (2012) 5, pp. 1-22
Persistent link: https://www.econbiz.de/10009672603
Cover Image
Minimum-relative-entropy calibration of asset-pricing models
Avellaneda, Marco - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 447-472
Persistent link: https://www.econbiz.de/10001255560